On Some Local Asymptotic Properties of Sequences with a Random Index

Author:

Rusakov O. V.,Yakubovich Yu. V.,Baev B. A.

Publisher

Pleiades Publishing Ltd

Subject

General Mathematics

Reference15 articles.

1. B. Mandelbrot, Fractales, Hasard et Finance (Flammarion, Paris, 2009; Regulyarnaya Khaoticheskaya Dinamika, Moscow, 2004).

2. B. Mandelbrot and R. L. Hudson, The (Mis)behavior of Markets. A Fractal View of Risk, Ruin, and Reward (Basic Books, New York, 2006; Vil’yams, Moscow, 2006).

3. R. L. Wolpert and M. S. Taqqu, “Fractional Ornstein–Uhlenbeck Lévy processes and the Telecom process: Upstairs and downstairs,” Signal Process. 85, 1523–1545 (2005). https://doi.org/10.1016/j.sigpro.2004.09.016

4. F. Reif, Fundamentals of Statistical and Thermal Physics (McGraw-Hill, New York, 1965).

5. J. W. Lamperti, “Semi-stable stochastic processes,” Trans. Am. Math. Soc. 104, 62–78 (1962).

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