Super Fractional Brownian Motion, Fractional Super Brownian Motion and Related Self-Similar (Super) Processes

Abstract

We consider the full weak convergence, in appropriate function spaces, of systems of noninteracting particles undergoing critical branching and following a self similar spatial motion with stationary increments. The limit processes are measure valued. and are of the super and historical process type. In the case in which the underlying motion is that of a fractional Brownian motion, we obtain a characterisation of the limit process as a kind of stochastic integral against the historical process of a Brownian motion defined on the full real line.

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Document Details

Document Type
Technical Report
Publication Date
Jan 31, 1994
Accession Number
ADA275124

Entities

People

  • Gennady Samorodnitsky
  • Robert J. Adler

Organizations

  • Technion – Israel Institute of Technology

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Brownian Motion
  • Construction
  • Convergence
  • Differential Equations
  • Engineering
  • Families (Human)
  • Gaussian Processes
  • Industrial Engineering
  • Markov Processes
  • New York
  • Operations Research
  • Partial Differential Equations
  • Probability
  • Random Variables
  • Standards
  • Stochastic Processes
  • Weak Convergence

Fields of Study

  • Mathematics

Readers

  • Atmospheric Science/Meteorology
  • Statistical inference.
  • Theoretical Analysis.

Technology Areas

  • Space