pith. sign in

arxiv: 1703.00781 · v2 · pith:TFJH23RWnew · submitted 2017-03-02 · 🧮 math.PR

Particle picture representation of the non-symmetric Rosenblatt process and Hermite processes of any order

classification 🧮 math.PR
keywords processeshermitenon-symmetricorderparticlepictureprocessrepresentation
0
0 comments X
read the original 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~\cite{FILT}. We show that these processes can be obtained as limits in the sense of finite-dimensional distributions of certain functionals of a system of particles evolving according to symmetric stable L\'{e}vy motions. In the case of $k$-Hermite processes the corresponding functional involves $k$-intersection local time of symmetric stable L\'{e}vy processes

This paper has not been read by Pith yet.

discussion (0)

Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.