Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Multipower variation for Brownian semistationary processes   In this paper we study the asymptotic behaviour of power and multipower
variations of processes $Y$:\[Y_t=\int_{-\in
fty}^tg(t-s)\sigma_sW(\mathrm{d}s)+Z_t,\] where
$g:(0,\infty)\rightarrow\mathbb{R}$ is deterministic, $\sigma >0$ is a random
process, $W$ is the stochastic Wiener measure and $Z$ is a stochastic process
in the nature of a drift term. Processes of this type serve, in particular, to
model data of velocity increments of a fluid in a turbulence regime with spot
intermittency $\sigma$. The purpose of this paper is to determine the
probabilistic limit behaviour of the (multi)power variations of $Y$ as a basis
for studying properties of the intermittency process $\sigma$. Notably the
processes $Y$ are in general not of the semimartingale kind and the established
theory of multipower variation for semimartingales does not suffice for
deriving the limit properties. As a key tool for the results, a general central
limit theorem for triangular Gaussian schemes is formulated and proved.
Examples and an application to the realised variance ratio are given.

10
The categories of this paper are: q-bio
29
The categories of this paper are: funct-an
6
The categories of this paper are: astro-ph
35
The categories of this paper are: mtrl-th
36
The categories of this paper are: cmp-lg
30
The categories of this paper are: q-alg
9
The categories of this paper are: nlin
3
The categories of this paper are: physics
11
The categories of this paper are: hep-lat
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The categories of this paper are: eess
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The categories of this paper are: cond-mat
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The categories of this paper are: hep-th
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The categories of this paper are: solv-int
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The categories of this paper are: nucl-th
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The categories of this paper are: supr-con
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The categories of this paper are: q-fin