Subscribe to the gold package and get unlimited access to Shamra Academy
Register a new userConvergence of finite-dimensional laws of the weighted quadratic variations process for some fractional Brownian sheets
210
0
0.0
(
0
)
Authors
Anthony Reveillac
Ask ChatGPT about the research
No Arabic abstract
In this paper we state and prove a central limit theorem for the finite-dimensional laws of the quadratic variations process of certain fractional Brownian sheets. The main tool of this article is a method developed by Nourdin and Nualart based on the Malliavin calculus.
rate research
Read More
We derive the asymptotic behavior of weighted quadratic variations of fractional Brownian motion $B$ with Hurst index $H=1/4$. This completes the only missing case in a very recent work by I. Nourdin, D. Nualart and C. A. Tudor. Moreover, as an application, we solve a recent conjecture of K. Burdzy and J. Swanson on the asymptotic behavior of the Riemann sums with alternating signs associated to $B$.
We prove central and non-central limit theorems for the Hermite variations of the anisotropic fractional Brownian sheet $W^{alpha, beta}$ with Hurst parameter $(alpha, beta) in (0,1)^2$. When $0<alpha leq 1-frac{1}{2q}$ or $0<beta leq 1-frac{1}{2q}$ a central limit theorem holds for the renormalized Hermite variations of order $qgeq 2$, while for $1-frac{1}{2q}<alpha, beta < 1$ we prove that these variations satisfy a non-central limit theorem. In fact, they converge to a random variable which is the value of a two-parameter Hermite process at time $(1,1)$.
We prove a Chung-type law of the iterated logarithm for a multiparameter extension of the fractional Brownian motion which is not increment stationary. This multiparameter fractional Brownian motion behaves very differently at the origin and away from the axes, which also appears in the Hausdorff dimension of its range and in the measure of its pointwise Holder exponents. A functional version of this Chung-type law is also provided.
Let $qgeq 2$ be a positive integer, $B$ be a fractional Brownian motion with Hurst index $Hin(0,1)$, $Z$ be an Hermite random variable of index $q$, and $H_q$ denote the Hermite polynomial having degree $q$. For any $ngeq 1$, set $V_n=sum_{k=0}^{n-1} H_q(B_{k+1}-B_k)$. The aim of the current paper is to derive, in the case when the Hurst index verifies $H>1-1/(2q)$, an upper bound for the total variation distance between the laws $mathscr{L}(Z_n)$ and $mathscr{L}(Z)$, where $Z_n$ stands for the correct renormalization of $V_n$ which converges in distribution towards $Z$. Our results should be compared with those obtained recently by Nourdin and Peccati (2007) in the case when $H<1-1/(2q)$, corresponding to the situation where one has normal approximation.
We consider the critical spread-out contact process in Z^d with dge1, whose infection range is denoted by Lge1. In this paper, we investigate the r-point function tau_{vec t}^{(r)}(vec x) for rge3, which is the probability that, for all i=1,...,r-1, the individual located at x_iin Z^d is infected at time t_i by the individual at the origin oin Z^d at time 0. Together with the results of the 2-point function in [van der Hofstad and Sakai, Electron. J. Probab. 9 (2004), 710-769; arXiv:math/0402049], on which our proofs crucially rely, we prove that the r-point functions converge to the moment measures of the canonical measure of super-Brownian motion above the upper-critical dimension 4. We also prove partial results for dle4 in a local mean-field setting.
Log in to be able to interact and post comments
comments
Fetching comments
Sign in to be able to follow your search criteria
