Particle picture for the Rosenblatt process

Prelegent(ci)

Anna Talarczyk

Afiliacja

Uniwersytet Warszawski

Termin

10 stycznia 2013 12:15

Pokój

p. 3260

Seminarium

Seminarium Zakładu Rachunku Prawdopodobieństwa

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The Rosenblatt process was introduced by Taqqu (1975). It is self-similar with index H, 1/2< H<1, has stationary increments and is not Gaussian - it lives in the second Wiener chaos. We show how this process can be obtained by applying a limiting procedure to appropriately chosen functionals of a system of \alpha-stable Levy processes.

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