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math.PR2018
The multifaceted behavior of integrated supOU processes: The infinite variance case
Danijel Grahovac, Nikolai N. Leonenko, Murad S. Taqqu
The so-called "supOU" processes, namely the superpositions of Ornstein-Uhlenbeck type processes are stationary processes for which one can specify separately the marginal distribut…
math.PR2018
Four moments theorems on Markov chaos
Solesne Bourguin, Simon Campese, Nikolai Leonenko +1
We obtain quantitative Four Moments Theorems establishing convergence of the laws of elements of a Markov chaos to a Pearson distribution, where the only assumption we make on the…