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Weak Convergence to Self-Affine Processes in Dynamical Systems

  • Conference paper
New Directions in Time Series Analysis

Part of the book series: The IMA Volumes in Mathematics and its Applications ((IMA,volume 46))

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Abstract

Self-affine processes arise naturally as weak limits of partial sums of observations on a dynamical system. This fact has practical and theoretical implications for the study of dynamical systems. We survey some of these results, and their implications.

Research partially supported by an NSF Grant.

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Author information

Authors and Affiliations

  1. Department of Mathematics, Indiana University, Bloomington, IN, 47405, USA

    Michael Lacey

Authors
  1. Michael Lacey
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Editor information

Editors and Affiliations

  1. Department of Statistics, University of California, Berkeley, CA, 94720, USA

    David Brillinger

  2. Department of Electrical Engineering, McGill University, Montreal, Quebec, H3A 2A7, Canada

    Peter Caines

  3. Department of Economics, University of Minnesota, Minneapolis, MN, 55455, USA

    John Geweke

  4. Department of Statistics, Texas A&M University, College Station, TX, 77843-3143, USA

    Emanuel Parzen

  5. Mathematics Department, University of California, San Diego, La Jolla, CA, 92093, USA

    Murray Rosenblatt

  6. Department of Mathematics, Boston University, Boston, MA, 02215, USA

    Murad S. Taqqu

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© 1993 Springer-Verlag New York, Inc.

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Lacey, M. (1993). Weak Convergence to Self-Affine Processes in Dynamical Systems. In: Brillinger, D., Caines, P., Geweke, J., Parzen, E., Rosenblatt, M., Taqqu, M.S. (eds) New Directions in Time Series Analysis. The IMA Volumes in Mathematics and its Applications, vol 46. Springer, New York, NY. https://doi.org/10.1007/978-1-4613-9296-5_15

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  • DOI: https://doi.org/10.1007/978-1-4613-9296-5_15

  • Publisher Name: Springer, New York, NY

  • Print ISBN: 978-1-4613-9298-9

  • Online ISBN: 978-1-4613-9296-5

  • eBook Packages: Springer Book Archive

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