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math.PR2013
The Trace Problem for Toeplitz Matrices and Operators and its Impact in Probability
Mamikon S. Ginovyan, Artur A. Sahakyan, Murad S. Taqqu
The trace approximation problem for Toeplitz matrices and its applications to stationary processes dates back to the classic book by Grenander and Szegö, "Toeplitz forms and their…
math.PR2013
Multivariate limits of multilinear polynomial-form processes with long memory
Murad S. Taqqu, Shuyang Bai
We consider the multilinear polynomial-form process \[X(n)=\sum_{1\le i_1<\ldots<i_k<\infty}a_{i_1}\ldots a_{i_k}ε_{n-i_1}\ldotsε_{n-i_k},\] obtained by applying a multilinear poly…