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20052013
most citedSome extensions of fractional Brownian motion and sub-fractional Brownian motion related to particle systems

101 citations · 281 across the 11 of their papers we have counts for

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math.PR2013★ 7 cited

From intersection local time to the Rosenblatt process

Tomasz Bojdecki, Luis G. Gorostiza, Anna Talarczyk

The Rosenblatt process was obtained by Taqqu (1975) from convergence in distribution of partial sums of strongly dependent random variables. In this paper we give a particle pictur…

math.PR2012★ 5 cited

Oscillatory Fractional Brownian Motion and Hierarchical Random Walks

Tomasz Bojdecki, Luis G. Gorostiza, Anna Talarczyk

We introduce oscillatory analogues of fractional Brownian motion, sub-fractional Brownian motion and other related long range dependent Gaussian processes, we discuss their propert…

math.PR2011★ 10 cited

Particle picture interpretation of some Gaussian processes related to fractional Brownian motion

Tomasz Bojdecki, Anna Talarczyk

We construct fractional Brownian motion (fBm), sub-fractional Brownian motion (sub-fBm), negative sub-fractional Brownian motion (nsfBm) and the odd part of fBm in the sense of Dzh…

math.PR2010★ 6 cited

Number variance for hierarchical random walks and related fluctuations

Tomasz Bojdecki, Luis G. Gorostiza, Anna Talarczyk

We study an infinite system of independent symmetric random walks on a hierarchical group, in particular, the c-random walks. Such walks are used, e.g., in population genetics. The…

math.PR2010★ 10 cited

Particle systems with quasi-homogeneous initial states and their occupation time fluctuations

Tomasz Bojdecki, Luis G. Gorostiza, Anna Talarczyk

Occupation time fluctuation limits of particle systems in R^d with independent motions (symmetric stable Levy process, with or without critical branching) have been studied assumin…

math.PR2008★ 12 cited

Occupation times of branching systems with initial inhomogeneous Poisson states and related superprocesses

Tomasz Bojdecki, Luis G. Gorostiza, Anna Talarczyk

The -branching particle system consists of particles moving in according to a symmetric -stable Lévy process , splitting with a critical -br…