Mixing Properties of Substitutions
F. M. Dekking, M. Keane (1976)
Publications mathématiques et informatique de Rennes
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Displaying similar documents to “Functional central limit theorems for seeds in a linear birth and growth model”
Mixing Properties of Substitutions
Weak convergence of summation processes in Besov spaces
Bruno Morel (2004)
Studia Mathematica
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We prove invariance principles for partial sum processes in Besov spaces. This functional framework allows us to give a unified treatment of the step process and the smoothed process in the same parametric scale of function spaces. Our functional central limit theorems in Besov spaces hold for i.i.d. sequences and also for a large class of weakly dependent sequences.
An extension which is relatively twofold mixing but not threefold mixing
Thierry de la Rue (2004)
Colloquium Mathematicae
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We give an example of a dynamical system which is mixing relative to one of its factors, but for which relative mixing of order three does not hold.
A note on occupation times of stationary processes.
Kozlova, Marina, Salminen, Paavo (2005)
Electronic Communications in Probability [electronic only]
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Chaotic behavior of infinitely divisible processes
S. Cambanis, K. Podgórski, A. Weron (1995)
Studia Mathematica
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The hierarchy of chaotic properties of symmetric infinitely divisible stationary processes is studied in the language of their stochastic representation. The structure of the Musielak-Orlicz space in this representation is exploited here.
Recent advances in invariance principles for stationary sequences.
Merlevède, Florence, Peligrad, Magda, Utev, Sergey (2006)
Probability Surveys [electronic only]
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Functions having stationary constant sets
Greg G. Gibbon (1988)
Colloquium Mathematicae
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On the non-equivalence of two criteria of comparability of stationary point processes
V. Schmidt (1976)
Applicationes Mathematicae
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Linear transformations of locally stationary processes
Jiří Michálek (1989)
Aplikace matematiky
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The paper deals with linear transformations of harmonizable locally stationary random processes. Necessary and sufficient conditions under which a linear transformation defines again a locally stationary process are given.
Asymptotic covariances of empirical processes
C. S. Withers (1988)
Annales scientifiques de l'Université de Clermont-Ferrand 2. Série Probabilités et applications
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On random processes as an implicit solution of equations
Petr Lachout (2017)
Kybernetika
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Random processes with convenient properties are often employed to model observed data, particularly, coming from economy and finance. We will focus our interest in random processes given implicitly as a solution of a functional equation. For example, random processes AR, ARMA, ARCH, GARCH are belonging in this wide class. Their common feature can be expressed by requirement that stated random process together with incoming innovations must fulfill a functional equation. Functional dependence...