Rate of convergence to the Rosenblatt distribution for additive functionals of stochastic processes with long-range dependence

N. N.Leonenko; V. V.Anh

首页> 外文期刊>International journal of stochastic analysis >Rate of convergence to the Rosenblatt distribution for additive functionals of stochastic processes with long-range dependence

【24h】

Rate of convergence to the Rosenblatt distribution for additive functionals of stochastic processes with long-range dependence

机译：具有长期依赖性的随机过程的加性泛函对Rosenblatt分布的收敛速度

获取原文

掌桥外文数据库（机构版） >>

开具论文收录证明 >>

文献代查 >>

页面导航

摘要
著录项
相似文献
相关主题

摘要

This paper establishes the rate of convergence (in the uniform Kolmogorov distance) for normalized additive functionals of stochastic processes with long-range dependence to a limiting Rosenblatt distribution.

机译：本文建立了随机过程的归一化加法泛函的收敛速度（在均匀的Kolmogorov距离内），该过程具有有限的Rosenblatt分布的长期依赖关系。

著录项

来源
《International journal of stochastic analysis》 |2001年第1期|共20页
作者
N. N.Leonenko; V. V.Anh;
展开▼
作者单位

展开▼
收录信息
原文格式 PDF
正文语种
中图分类应用数学;
关键词

相似文献

外文文献
中文文献
专利

1. Rosenblatt distribution subordinated to Gaussian random fields with long-range dependence [J] . Leonenko N. N., Ruiz-Medina M. D., Taqqu M. S. Stochastic Analysis and Applications . 2017,第1期

机译：Rosenblatt分布从远程依赖性的高斯随机字段次规
2. CONVERGENCE-RATE ESTIMATES FOR SUPERPOSITIONS OF INDEPENDENT STOCHASTIC PROCESSES WITH APPLICATIONS TO ESTIMATION OF THE ACCURACY OF APPROXIMATION OF THE DISTRIBUTIONS OF CONTINUOUS-TIME RANDOM WALKS BY FRACTIONAL STABLE LAWS [J] . V. E. Bening, V. Yu. Korolev, S. Koksharov, Journal of Mathematical Sciences . 2007,第4期

机译：独立随机过程的叠加的收敛速度估计及其在分数阶稳定法估计连续时间随机分布逼近度中的应用
3. WEAK CONVERGENCE OF WEIGHTED ADDITIVE FUNCTIONALS OF LONG-RANGE DEPENDENT FIELDS [J] . T. ALODAT, A. OLENKO Theory of probability and mathematical statistics . 2018,第97期

机译：远程依赖性领域加权附加功能的弱收融
4. On the Convergence of MMPP and Fractional ARIMA Processes with Long-Range Dependence to Fractional Brownian Motion [C] . Biplab Sikdar, Kenneth S.Vastola Conference on information sciences and systems;CISS 2000 . 2000

机译：与分数布朗运动有长距离依赖的MMPP和分数ARIMA过程的收敛性
5. On Limiting Distributions and Convergence Rates of Random Processes over Discrete Structures [D] . Ozdemir, Alperen. 2020

机译：在离散结构上限制随机过程的分布和收敛速率
6. Convergence rates in the law of large numbers for long-range dependent linear processes [O] . Tao Zhang, Pingyan Chen, Soo Hak Sung -1

机译：长期依赖线性过程的大数定律收敛速度
7. Rate of convergence to the Rosenblatt distribution for additive functionals of stochastic processes with long-range dependence [O] . N. N. Leonenko, V. V. Anh 2001

机译：具有长程依赖性的随机过程的加性函数的Rosenblatt分布的收敛速度
8. Convergence of Quasi-Stationary to Stationary Distributions for Stochastically Monotone Markov Processes [R] . Pollak, M., Siegmund, D. 1984

机译：随机单调马尔可夫过程的准平稳分布与平稳分布的收敛性

Rate of convergence to the Rosenblatt distribution for additive functionals of stochastic processes with long-range dependence

摘要

著录项

相似文献

相关主题

期刊订阅