From intersection local time to the Rosenblatt process
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Publication:895915
DOI10.1007/s10959-013-0535-7zbMath1346.60135arXiv1307.6159OpenAlexW2951544712WikidataQ59408457 ScholiaQ59408457MaRDI QIDQ895915
Tomasz Bojdecki, Anna Talarczyk, Louis G. Gorostiza
Publication date: 7 December 2015
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1307.6159
Interacting random processes; statistical mechanics type models; percolation theory (60K35) White noise theory (60H40) Self-similar stochastic processes (60G18) Functional limit theorems; invariance principles (60F17) Local time and additive functionals (60J55)
Related Items (6)
Existence and Hölder continuity conditions for self-intersection local time of Rosenblatt process ⋮ Non-Gaussian limit of a tracer motion in an incompressible flow ⋮ Lower bound for local oscillations of Hermite processes ⋮ Particle picture representation of the non-symmetric Rosenblatt process and Hermite processes of any order ⋮ Self-similar stochastic processes with stationary increments as limits of particle systems ⋮ Wavelet-type expansion of the generalized Rosenblatt process and its rate of convergence
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