Showing 2017 · math.PRShow all
2 papers · 2 filters
math.PR2017
Infinite variance -sssi processes as limits of particle systems
Łukasz Treszczotko
We consider a particle system with weights and the scaling limits derived from its occupation time. We let the particles perform independent recurrent Lévy motions and we assume th…
math.PR2017
Particle picture representation of the non-symmetric Rosenblatt process and Hermite processes of any order
Łukasz Treszczotko
We provide a particle picture representation for the non-symmetric Rosenblatt process and for Hermite processes of any order, extending the result of Bojdecki, Gorostiza and Talarc…