首页 | 本学科首页   官方微博 | 高级检索  
     检索      


Asymptotic behavior for an additive functional of two independent self-similar Gaussian processes
Institution:1. Department of Mathematics, University of Kansas, Lawrence, KS 66045, USA;2. Key Laboratory of Advanced Theory and Application in Statistics and Data Science (East China Normal University), Ministry of Education, China;3. School of Statistics, East China Normal University, Shanghai 200241, China;4. NYU-ECNU Institute of Mathematical Sciences, NYU Shanghai, Shanghai 200062, China;1. NYU-ECNU Institute of Mathematical Sciences at NYU Shanghai, 3663 Zhongshan Road North, Shanghai, 200062, China;2. Vilnius University, Department of Mathematics and Informatics, Lithuania;1. Department of Mathematics, University of Maryland, College Park, MD 20742, USA;2. Dipartimento di Scienze Matematiche, Fisiche e Informatiche, Università di Parma, Parco Area delle Scienze, 53/A, 43124 Parma, Italy
Abstract:We derive the asymptotic behavior for an additive functional of two independent self-similar Gaussian processes when their intersection local time exists, using the method of moments.
Keywords:Gaussian processes  Intersection local time  Method of moments  Chaining argument  pairing technique
本文献已被 ScienceDirect 等数据库收录!
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号