ترغب بنشر مسار تعليمي؟ اضغط هنا

Convergence of finite-dimensional laws of the weighted quadratic variations process for some fractional Brownian sheets

222   0   0.0 ( 0 )
 نشر من قبل Anthony R\\'eveillac
 تاريخ النشر 2008
  مجال البحث
والبحث باللغة English
 تأليف Anthony Reveillac




اسأل ChatGPT حول البحث

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.



قيم البحث

اقرأ أيضاً

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 appli cation, 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 $(1,1)$.
162 - Alexandre Richard 2014
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 fro m 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.
التعليقات
جاري جلب التعليقات جاري جلب التعليقات
سجل دخول لتتمكن من متابعة معايير البحث التي قمت باختيارها
mircosoft-partner

هل ترغب بارسال اشعارات عن اخر التحديثات في شمرا-اكاديميا