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Volumn 36, Issue 2, 2008, Pages 796-805

Nonstandard limit theorem for infinite variance functionals

Author keywords

Fractional Brownian motion; Hyper contractivity; Long range dependence; Stable law

Indexed keywords


EID: 51949093459     PISSN: 00911798     EISSN: None     Source Type: Journal    
DOI: 10.1214/07-AOP345     Document Type: Article
Times cited : (18)

References (14)
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  • 3
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  • 4
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    • Stable limits for partial sums of dependent random variables
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    • DAVIS, R.A.1
  • 5
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    • Non-central limit theorems for nonlinear functionals of Gaussian fields
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    • DOBRUSHIN, R. L. and MAJOR, P. (1979). Non-central limit theorems for nonlinear functionals of Gaussian fields. Z. Wahrsch. Verw. Gebiete 50 27-52. MR0550122
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  • 7
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    • HOLDEN, H., ØKSENDAL, B., UBØE, J. and ZHANG, T. (1996). Stochastic Partial Differential Equations. Birkhäuser, Boston. MR1408433
    • HOLDEN, H., ØKSENDAL, B., UBØE, J. and ZHANG, T. (1996). Stochastic Partial Differential Equations. Birkhäuser, Boston. MR1408433
  • 8
    • 51949107108 scopus 로고    scopus 로고
    • JANSON, S. (1997). Gaussian Hilbert Spaces. Cambridge Univ. Press. MR1474726
    • JANSON, S. (1997). Gaussian Hilbert Spaces. Cambridge Univ. Press. MR1474726
  • 9
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    • KALLENBERG, O. (1983). Random Measures. Akademie-Verlag, Berlin. MR0818219
    • KALLENBERG, O. (1983). Random Measures. Akademie-Verlag, Berlin. MR0818219
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    • RESNICK, S. I. (1987). Extreme Values, Regular Variation, and Point Processes. Springer, New York. MR0900810
    • RESNICK, S. I. (1987). Extreme Values, Regular Variation, and Point Processes. Springer, New York. MR0900810
  • 11
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    • SAMORODNITSKY, G. and TAQQU, M. S. (1994). Stable non-Gaussian Random Processes. Chapman and Hall, New York. MR1280932
    • SAMORODNITSKY, G. and TAQQU, M. S. (1994). Stable non-Gaussian Random Processes. Chapman and Hall, New York. MR1280932
  • 12
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    • Stable limits of empirical processes of moving averages with infinite variance
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    • SURGAILIS, D. (2002). Stable limits of empirical processes of moving averages with infinite variance. Stochastic Process. Appl. 100 255-274. MR1919616
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  • 13
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    • Stable limits of sums of bounded functions of long-memory moving averages with finite variance
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    • SURGAILIS, D. (2004). Stable limits of sums of bounded functions of long-memory moving averages with finite variance. Bernoulli 10 327-355. MR2046777
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  • 14
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    • TAQQU, M.S.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.