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Occupation times of discrete-time fractional Brownian motion (1702.00427v1)
Published 1 Feb 2017 in math.PR
Abstract: We prove a conditional local limit theorem for discrete-time fractional Brownian motions (dfBm) with Hurst parameter 3/4<H<1. Using results from infinite ergodic theory it is then shown that the properly scaled occupation time of dfBm converges to a Mittag-Leffler distribution.
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