Anna Talarczyk

Some Extensions of Fractional Brownian Motion and Sub-Fractional Brownian Motion Related to Particle Systems

In this paper we study three self-similar, long-range dependence, Gaussian processes. The first one, with covariance

A Long Range Dependence Stable Process and an Infinite Variance Branching System

\int^{s\wedge t}_0 u^a [(t-u)^b+(s-u)^b]du,

Particle picture interpretation of some Gaussian processes related to fractional Brownian motion

parameters

Self-intersection local time of order k for Gaussian processes in S′(Rd)

a>-1

Second-order asymptotics for the block counting process in a class of regularly varying Λ -coalescents

,

Number Variance for Hierarchical Random Walks and Related Fluctuations

-1 < b\leq 1

DIVERGENCE RESULTS FOR SELF-INTERSECTION LOCAL TIMES OF GAUSSIAN

,

{\mathscr S}' ({\mathbb R}^d)

|b|\leq 1+a