Discrete approximation of a stable self-similar stationary increments process

DOI10.3150/08-BEJ147zbMath1214.60020arXiv0801.2753OpenAlexW2086423633MaRDI QIDQ605854

Nadine Guillotin-Plantard, Clément Dombry

Publication date: 15 November 2010

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0801.2753

zbMATH Keywords

self-similarityrandom walkrandom scenerystable process

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Sums of independent random variables; random walks (60G50) Processes in random environments (60K37) Self-similar stochastic processes (60G18) Stable stochastic processes (60G52)

Related Items (11)

Choquet random sup-measures with aggregations ⋮ Random walks at random times: convergence to iterated Lévy motion, fractional stable motions, and other self-similar processes ⋮ Limit theorem for random walk in weakly dependent random scenery ⋮ Functional central limit theorem for heavy tailed stationary infinitely divisible processes generated by conservative flows ⋮ Self-similar stochastic processes with stationary increments as limits of particle systems ⋮ Persistence probabilities for stationary increment processes ⋮ Random walks in doubly random scenery ⋮ Maximal moments and uniform modulus of continuity for stable random fields ⋮ A class of asymptotically self-similar stable processes with stationary increments ⋮ Scaling limits of solutions of linear stochastic differential equations driven by Lévy white noises ⋮ Limit theorems for additive functionals of random walks in random scenery

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• The range of stable random walks
• Random rewards, fractional Brownian local times and stable self-similar processes
• A law of the iterated logarithm for stable processes in random scenery
• Is network traffic approximated by stable Lévy motion or fractional Brownian motion?
• Sample function properties of multi-parameter stable processes
• A limit theorem related to a new class of self similar processes
• Fractional Brownian Motions, Fractional Noises and Applications

This page was built for publication: Discrete approximation of a stable self-similar stationary increments process