Particle picture representation of the non-symmetric Rosenblatt process and Hermite processes of any order
2017
We provide a particle picture representation for the non-symmetric Rosenblatt process and for Hermite processes of any order, extending the result of Bojdecki, Gorostiza and Talarczyk in~\cite{FILT}. We show that these processes can be obtained as limits in the sense of finite-dimensional distributions of certain functionals of a system of particles evolving according to symmetric stable Levy motions. In the case of $k$-Hermite processes the corresponding functional involves $k$-intersection local time of symmetric stable Levy processes
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