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Functional Limit Theorems for Occupation Time Fluctuations of Branching Systems in the Case of Long-Range Dependence

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Author Info
T. Bojdecki () (Institute of Mathematics, University of Warsaw)
Luis G. Gorostiza () (Departamento de Mathematicas, Centro de Investigacion y de Estudios Avanzados, LRSP)
A. Talarczyk () (Institute of Mathematics, University of Warsaw)
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File URL: http://www.repad.org/ca/on/lrsp/TRS402.pdf
File Format: application/pdf
File Function: First version, 2004
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Publisher Info
Paper provided by Département des sciences administratives, UQO in its series RePAd Working Paper Series with number lrsp-TRS402.

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Length: 15 pages
Date of creation: 05 Jul 2004
Date of revision:
Handle: RePEc:pqs:wpaper:0242005

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Related research
Keywords: Functional central limit theorem Occupation time uctuation Branching particle system Distribution-valued Gaussian process Fractional Brownian motion Sub-fractional Brownian motion Long-range dependence

Find related papers by JEL classification:
C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - General
C40 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - General

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This page was last updated on 2008-11-17.


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