{
  "id": "1504.00935",
  "version": "v1",
  "published": "2015-04-03T20:20:32.000Z",
  "updated": "2015-04-03T20:20:32.000Z",
  "title": "Functional central limit theorem for negatively dependent heavy-tailed stationary infinitely divisible processes generated by conservative flows",
  "authors": [
    "Paul Jung",
    "Takashi Owada",
    "Gennady Samorodnitsky"
  ],
  "comment": "35 pages",
  "categories": [
    "math.PR"
  ],
  "abstract": "We prove a functional central limit theorem for partial sums of symmetric stationary long range dependent heavy tailed infinitely divisible processes with a certain type of negative dependence. Previously only positive dependence could be treated. The negative dependence involves cancellations of the Gaussian second order. This leads to new types of limiting processes involving stable random measures, due to heavy tails, Mittag-Leffler processes, due to long memory, and Brownian motions, due to the Gaussian second order cancellations.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2015-04-03T20:20:32.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60F17",
      "60G18",
      "37A40",
      "60G52"
    ],
    "keywords": [
      "functional central limit theorem",
      "heavy-tailed stationary infinitely divisible processes",
      "negatively dependent heavy-tailed stationary",
      "dependent heavy-tailed stationary infinitely divisible"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 35,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2015arXiv150400935J"
    }
  }
}