We found a match
Your institution may have access to this item. Find your institution then sign in to continue.
- Title
Particle picture representation of the non-symmetric Rosenblatt process and Hermite processes of any order.
- Authors
Treszczotko, Łukasz
- Abstract
We provide a particle picture representation for the non-symmetric Rosenblatt process and for Hermite processes of any order, extending the result of Bojdecki, Gorostiza and Talarczyk in [4]. We show that these processes can be obtained as limits of certain functionals of a system of particles evolving according to symmetric stable Lévy motions. In the case of k -Hermite processes the corresponding functional involves k -intersection local time of symmetric stable Lévy processes.
- Subjects
HERMITE polynomials; LEVY processes; FUNCTIONALS; INTERSECTION theory; NONSYMMETRIC matrices; PARTICLE analysis
- Publication
Stochastics & Dynamics, 2019, Vol 19, Issue 1, pN.PAG
- ISSN
0219-4937
- Publication type
Article
- DOI
10.1142/S0219493719500011