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dc.contributor.authorJung, Paul
dc.contributor.authorOwada, Takashi
dc.contributor.authorSamorodnitsky, Gennady
dc.date.accessioned2015-04-06T16:24:22Z
dc.date.available2015-04-06T16:24:22Z
dc.date.issued2015-04-06
dc.identifier.urihttps://hdl.handle.net/1813/39288
dc.description.abstractWe prove a functional central limit theorem for partial sums of symmetric stationary long range dependent heavy tailed infinitely divisible processes with a certain type of negative dependence. Previously only positive dependence could be treated. The negative dependence involves cancellations of the Gaussian second order. This leads to new types of {limiting} processes involving stable random measures, due to heavy tails, Mittag-Leffler processes, due to long memory, and Brownian motions, due to the Gaussian second order cancellations.en_US
dc.description.sponsorshipJung's research was partially supported by NSA grant H98230-14-1-0144. Owada's research was partially supported by URSAT, ERC Advanced Grant 320422. Samorodnitsky's research was partially supported by the ARO grant W911NF-12-10385 at Cornell Universityen_US
dc.language.isoen_USen_US
dc.subjectinfinitely divisible procesen_US
dc.subjectconservative flowen_US
dc.subjectHarris recurrent Markov chainen_US
dc.subjectfunctional central limit theoremen_US
dc.subjectself-similar processen_US
dc.subjectpointwise dual ergodicityen_US
dc.subjectDarling-Kac theoremen_US
dc.subjectfractional stable motionen_US
dc.titleFunctional central limit theorem for negatively dependent heavy-tailed stationary infinitely divisible processes generated by conservative flowsen_US
dc.typetechnical reporten_US


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