81 citations · 495 across the 57 of their papers we have counts for
4 papers · 2 filters
Weak convergence of the empirical process of intermittent maps in L2 under long-range dependence
Jérôme Dedecker, Herold G. Dehling, Murad Taqqu
We study the behavior of the empirical distribution function of iterates of intermittent maps in the Hilbert space of square inegrable functions with respect to Lebesgue measure. I…
Generalized Hermite processes, discrete chaos and limit theorems
Shuyang Bai, Murad S. Taqqu
We introduce a broad class of self-similar processes called generalized Hermite process. They have stationary increments, are defined on a Wiener chaos with Hurst…
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…
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…