Can I read Occupation times of discrete-time fractional Brownian motion on EtoBox?

Occupation times of discrete-time fractional Brownian motion by Denker, Manfred; Zheng, Xiaofei is a scholarly article available to read on EtoBox.

What is Occupation times of discrete-time fractional Brownian motion about?

We prove a conditional local limit theorem for discrete-time fractional Brownian motions (dfBm) with Hurst parameter 3/4<H<1. Using results from infinite ergodic theory it is then shown that the properly scaled occupation time of dfBm converges to a Mittag-Leffler distribution.

Author

Denker, Manfred; Zheng, Xiaofei

Published

2017

Language

EN