Behavior of the generalized Rosenblatt process at extreme critical exponent values
نویسندگان
چکیده
منابع مشابه
Analysis of the Rosenblatt process
We analyze the Rosenblatt process which is a selfsimilar process with stationary increments and which appears as limit in the so-called Non Central Limit Theorem (Dobrushin and Major (1979), Taqqu (1979)). This process is non-Gaussian and it lives in the second Wiener chaos. We give its representation as a Wiener-Itô multiple integral with respect to the Brownian motion on a finite interval and...
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ژورنال
عنوان ژورنال: The Annals of Probability
سال: 2017
ISSN: 0091-1798
DOI: 10.1214/15-aop1087