On some local asymptotic properties of sequences with a random index

Authors

  • Oleg V. Rusakov
  • Budimir A. Baev
  • Yuriy V. Yakubovich

DOI:

https://doi.org/10.21638/spbu01.2020.308

Abstract

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References

Литература

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3. Wolpert R. L., Taqqu M. S. Fractional Ornstein-Uhlenbeck L´evy Processes and the Telecom Process: Upstairs and Downstairs // Signal Processing. 2005. Vol. 85. Iss. 8. P. 1523–1545. https://doi.org/10.1016/j.sigpro.2004.09.016

4. Reif F. Fundamentals of Statistical and Thermal Physics. New York: McGraw Hill, 1965.

5. Lamperti J.W. Semi-stable Stochastic Processes // Trans. Amer. Math. Soc. 1962. Vol. 104. P. 62–78.

6. Barndorff-Nielsen O.E., P´erez-Abreu V. Stationary and Self-similar Processes Driven by L´evy Processes // Stochastic Processes and their Applications. 1999. Vol. 84. Iss. 2. P. 357-369. https://doi.org/10.1016/S0304-4149(99)00061-7

7. Rusakov O., Laskin M. Self-Similarity in the Wide Sense for Information Flows with a Random Load Free on Distribution // 2017 European Conference on Electrical Engineering and Computer Science (EECS), Bern, Switzerland, 2018. P. 142–146. https://doi.org/10.1109/EECS.2017.35

8. Hu Y., Nualart D., Zhou H. Parameter estimation for fractional Ornstein–Uhlenbeck processes of general Hurst parameter // Statistical Inference for Stochastic Processes. 2017. Vol. 22. Iss. 1. P. 111–142.

9. Русаков О.В. Относительная компактность сумм независимых одинаково распределенных псевдопуассоновских процессов в пространстве Скорохода // Зап. научн. сем. ПОМИ. 2015. Т. 442. C. 122–132.

10. Kac M. A stochastic model related to the telegrapher’s equation // Rocky Mountain. J. Math. 1974. Vol. 4. P. 497–510. https://doi.org/10.1216/RMJ-1974-4-3-497

11. Кингман Дж. Пуассоновские процессы. М.: Изд-во МЦНМО, 2007.

12. Русаков О.В. Псевдо-пуассоновские процессы со стохастической интенсивностью и класс процессов, обобщающих процесс Орнштейна-Уленбека // Вестн. С.-Петерб. ун-та. Математика. Механика. Астрономия. 2017. Т. 4(62). Вып. 2. С. 247–257. https://doi.org/10.21638/11701/spbu01.2017.208

13. Дуб Дж.Л. Вероятностные процессы. М.: Изд-во иностр. лит., 1956.

14. Abramowitz M., Stegun I.A. Handbook of Mathematical Functions with Formulas, Graphs, and Mathematical Tables. New York: Dover, 1972.

15. Parthasarathy K.R., Varadhan S.R.S. Extension of Stationary Stochastic Processes // Теория вероятн. и ее примен. 1964. Т. 9. Вып. 1. С. 72–78.

References

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3. Wolpert R. L., Taqqu M. S., “Fractional Ornstein-Uhlenbeck L´evy Processes and the Telecom process: upstairs and downstairs”, Signal Processing 85(8), 1523–1545 (2005). https://doi.org/10.1016/j.sigpro.2004.09.016

4. Reif F., Fundamentals of statistical and thermal physics (McGraw-Hill, New York, 1965).

5. Lamperti J.W., “Semi-stable stochastic processes”, Trans. Amer. Math. Soc. 104, 62–78 (1962).

6. Barndorff-Nielsen O.E., P´erez-Abreu V., “Stationary and self-similar processes driven by L´evy processes”, Stoch. Proc. Appl. 84(2), 357–369 (1999). https://doi.org/10.1016/S0304-4149(99)00061-7

7. Rusakov O., Laskin M., “Self-similarity in the wide sense for information flows with a random load free on distribution”, in 2017 European Conference on Electrical Engineering and Computer Science (EECS), Bern, Switzerland, 142–146 (2018). https://doi.org/10.1109/eecs.2017.35

8. Hu Y., Nualart D., Zhou H., “Parameter estimation for fractional Ornstein–Uhlenbeck processes of general Hurst parameter”, Stat. Inference Stoch. Process. 22(1), 111–142 (2017).

9. Rusakov O.V., “Tightness of the sums of independent identically distributed pseudo-poissonian processes in the Skorokhod space”, J. Math. Sci. 225, 805–811 (2017). https://doi.org/10.1007/s10958-017-3496-z

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14. Abramowitz M., Stegun I.A., Handbook of Mathematical Functions with Formulas, Graphs, and Mathematical Tables (Dover, New York, 1972).

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Published

2020-09-04

How to Cite

Rusakov, O. V., Baev, B. A., & Yakubovich, Y. V. (2020). On some local asymptotic properties of sequences with a random index. Vestnik of Saint Petersburg University. Mathematics. Mechanics. Astronomy, 7(3), 453–468. https://doi.org/10.21638/spbu01.2020.308

Issue

Section

Mathematics