A Long Range Dependence Stable Process and an Infinite Variance Branching System
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- Tomasz Bojdecki & Luis G. Gorostiza & Anna Talarczyk, 2004. "Sub-fractional Brownian motion and its relation to occupation times," RePAd Working Paper Series lrsp-TRS376, Département des sciences administratives, UQO.
- Bojdecki, Tomasz & Gorostiza, Luis G. & Talarczyk, Anna, 2004. "Sub-fractional Brownian motion and its relation to occupation times," Statistics & Probability Letters, Elsevier, vol. 69(4), pages 405-419, October.
- Deuschel, Jean-Dominique & Wang, Kongming, 1994. "Large deviations for the occupation time functional of a Poisson system of independent Brownian particles," Stochastic Processes and their Applications, Elsevier, vol. 52(2), pages 183-209, August.
- T. Bojdecki & Luis G. Gorostiza & A. Talarczyk, 2005. "Occupation Time Fluctuations of an Infinite Variance Branching System in Large Dimensions," RePAd Working Paper Series lrsp-TRS426, Département des sciences administratives, UQO.
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Keywords
Branching particle system; occupation time fluctuation; functional limit theorem; stable process; long range dependence.;All these keywords.
JEL classification:
- C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General
- C40 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - General
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