Limit theorems related to a class of operator-self-similar processes

DOI10.1017/S0027763000005687zbMath0865.60033OpenAlexW1489031581MaRDI QIDQ5285320

Makoto Maejima

Publication date: 7 July 1997

Published in: Nagoya Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0027763000005687

zbMATH Keywords

random walkoperator-self-similar processesoperator-self-similaroperator-stable random vector

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Sums of independent random variables; random walks (60G50) Self-similar stochastic processes (60G18) Functional limit theorems; invariance principles (60F17) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

Related Items (5)

The extremes of random walks in random sceneries ⋮ Limit theorem for random walk in weakly dependent random scenery ⋮ Exponents, symmetry groups and classification of operator fractional Brownian motions ⋮ A self-similar process arising from a random walk with random environment in random scenery ⋮ Limit theorems for U-statistics indexed by a one dimensional random walk

Cites Work

• Unnamed Item
• The symmetry group and exponents of operator stable probability measures
• Moments of distributions attracted to operator-stable laws
• Operator-stable distributions and stable marginals
• Operator-stable laws
• Operator-self-similar stable processes
• Self-similar processes with independent increments
• A limit theorem related to a new class of self similar processes

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