{"entities":{"Q868264":{"pageid":870112,"ns":120,"title":"Item:Q868264","lastrevid":42737529,"modified":"2025-07-09T17:20:46Z","type":"item","id":"Q868264","labels":{"en":{"language":"en","value":"Fractional Brownian motion and martingale-differences"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 5130368"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q868264$387407F9-9D4B-451B-ABFE-AE6618AAC0EA","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"5f4b9389d38dcbe153dca7a99f25a6b066631a2b","datavalue":{"value":{"text":"Fractional Brownian motion and martingale-differences","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q868264$067B478D-B831-427B-A07B-50D718FC338A","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"abb2c8ab3fd4fbd60abf04a1b70376cee727edda","datavalue":{"value":"1121.60036","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q868264$F906008F-98C8-4583-96FA-5A60F04684AB","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"e613a439a7e30932da6a13641100df7912f2b2b3","datavalue":{"value":{"entity-type":"item","numeric-id":868263,"id":"Q868263"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q868264$95A01300-E0FA-4825-AAD7-609C545E13D3","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"6bc4e98086241c10d52d91b9f51a8e9963146852","datavalue":{"value":{"entity-type":"item","numeric-id":173655,"id":"Q173655"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q868264$7CFEBF0F-4C50-4AC9-A6ED-9BA14D0D5E9E","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"3af4457e51d097fa27d84537ba93ffccbacd245f","datavalue":{"value":{"time":"+2007-03-02T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q868264$01401AEA-8970-42D2-9292-80B27E05CB6F","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"e39584aa5d2552f8dc6360fa3866cb296a317a99","datavalue":{"value":"Let \\((\\xi^{(n)})_{n\\geq1}\\) be a sequence of square integrable martingale-differences such that for all \\(i\\geq1\\), \\(\\lim_{n\\to\\infty}n(\\xi_{i}^{(n)})^2=1\\) a.s. and for some \\(C\\geq1\\), \\(\\max_{1\\leq i\\leq n}|\\xi_{i}^{(n)}|\\leq C/\\sqrt n\\) a.s. Let us define \\(W_{t}^{n}:=\\sum_{i=1}^{[nt]}\\xi_{i}^{(n)}\\), \\(0\\leq t\\leq1\\), and \\(Z_{t}^{n}:=\\int_{0}^{t}z^{(n)}(t,s)\\,dW_{s}^{n}\\), where  \\[ z^{(n)}(t,s):=n\\int_{s-1/n}^{s}z\\left([nt]/n,u\\right)\\,du \\]  for \\(s\\in[1/n,1]\\) and \\(t\\in[0,1]\\). The author proves that under the considered conditions, if \\(H>1/2\\), the processes \\(Z^{n}\\) converge in distribution, as \\(n\\to\\infty\\), to the fractional Brownian motion \\(Z\\) with Hurst parameter \\(H>1/2\\).","type":"string"},"datatype":"string"},"type":"statement","id":"Q868264$78BD7D76-E31F-4760-9844-C4AFFE324976","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"4b978504a5c4d5430fb07dd32ac0a7eb03b398b9","datavalue":{"value":"60G15","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q868264$48859174-F84F-479F-8969-84BA73F36169","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"9c26edc64a90bba56c1183f94fc53f8fb4f27024","datavalue":{"value":"60G18","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q868264$DE832589-EF6D-4302-B51F-160AB8E6DE13","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"54006f64703308f565a048b96b7c6d14d8f5c177","datavalue":{"value":"60G44","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q868264$76CA63CB-2D6F-4E9D-8B61-546AE01B00C6","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"4269b418071a07425d40fe103fc6c14527e3d3e4","datavalue":{"value":"5130368","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q868264$4F514F96-395E-4F24-9843-B9B31FA42ABB","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"6602006d6ccebfb0f7bf021d4b9c5fbb0554e04a","datavalue":{"value":"fractional Brownian motion","type":"string"},"datatype":"string"},"type":"statement","id":"Q868264$0A8C2350-9001-41DE-8726-A2A970CE1D7B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"d015a5ffb2b5f8289b2f7ef05161149771824a59","datavalue":{"value":"martingale-differences","type":"string"},"datatype":"string"},"type":"statement","id":"Q868264$C2BFA952-C1A2-4BCA-9F3E-9D6BD53E0C01","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"a8680d38aff9a803c83659b467541a17a67c525f","datavalue":{"value":"weak convergence","type":"string"},"datatype":"string"},"type":"statement","id":"Q868264$D96D9832-8C6B-4E99-9882-3F6F3E1F8F72","rank":"normal"}],"P1447":[{"mainsnak":{"snaktype":"value","property":"P1447","hash":"de1d1c2e1c6bfdfb0344bb0181fe84e959c1c5f9","datavalue":{"value":{"entity-type":"item","numeric-id":589933,"id":"Q589933"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q868264$C59D207D-558E-4075-8F16-523845F56F7D","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q868264$787EE4E4-1A8A-49C4-AC36-31FE27BC9791","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"b51da6e47959a46b14401bf1e55b3f2692b75cfc","datavalue":{"value":"https://doi.org/10.1016/j.spl.2004.01.012","type":"string"},"datatype":"url"},"type":"statement","id":"Q868264$83F8B1AE-62F4-4E43-81BA-BCEAE7DD66A4","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"a110f8dff5dfe71d50e2326cf3d04d576e24691b","datavalue":{"value":"W2037265560","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q868264$94C90AC5-28DA-44CE-A12B-7723E8CB7D71","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"ac89c6d52a7b4808087c3b5979aefa227f2f15c6","datavalue":{"value":{"entity-type":"item","numeric-id":5560061,"id":"Q5560061"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q868264$CC2629AF-7F6F-4CCC-9A49-EEE35F022A73","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"ea917b7d6ec971bc8a3990d0258c368ec95f66f2","datavalue":{"value":{"entity-type":"item","numeric-id":1288464,"id":"Q1288464"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q868264$D9D3FCDE-330A-4AF7-A976-E8E469B20E49","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"ee7e7d22161359e6cc4435fa1e4eba70405368a7","datavalue":{"value":{"entity-type":"item","numeric-id":4856610,"id":"Q4856610"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q868264$AF734B5D-CDB9-400C-8D12-44F9F532C40E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"ccf298b7093af1e1b70215a338fa946e552fade6","datavalue":{"value":{"entity-type":"item","numeric-id":1304018,"id":"Q1304018"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q868264$592AC286-D6C4-4AF2-B77C-E27CA855FACF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"45f79f84a1fd111865cc5a25ba85a372c1b853e1","datavalue":{"value":{"entity-type":"item","numeric-id":3321154,"id":"Q3321154"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q868264$B9833F30-351F-4F67-9E95-DD4E0D565EAB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"9dec27cc109088d18fa9da078f512fab0d1b0034","datavalue":{"value":{"entity-type":"item","numeric-id":5950464,"id":"Q5950464"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q868264$4817E1FD-1808-42F5-AE40-78FF16C7F2CD","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"338fcebfefa0f4254ca3993d1ee0cd8c03622e64","datavalue":{"value":"10.1016/J.SPL.2004.01.012","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q868264$BB1A7474-05A8-4F9B-9B61-43EE6151747F","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"0a224c4c22fcbb34df0e1861b32c27f30b558efa","datavalue":{"value":{"entity-type":"item","numeric-id":971945,"id":"Q971945"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"73cb6a448c8c03192bef8e4cd7cec9166eb9ee4b","datavalue":{"value":{"amount":"+0.9597215","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q868264$3F2795DD-F8F3-4834-925C-E24774A6B247","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"2526b371b9a4429777c5e4469e24182f25a3f371","datavalue":{"value":{"entity-type":"item","numeric-id":479168,"id":"Q479168"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"2a25597c25c3b844807850550ede4e8ed33f2d1a","datavalue":{"value":{"amount":"+0.9447677","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q868264$64A932A6-4C3C-4880-A922-B418F38A23A8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"68d67c6f17b613cc22ed3dd405492904e8891e98","datavalue":{"value":{"entity-type":"item","numeric-id":3592309,"id":"Q3592309"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"d04d9f888dd029ecaf29b0a8950e82240ca6ad02","datavalue":{"value":{"amount":"+0.9332127","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q868264$AE246AC7-3CC0-4818-8C6E-4D5A33111D15","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"9bf69fba027ff28eaa27dab02378ddde9ac72b23","datavalue":{"value":{"entity-type":"item","numeric-id":308179,"id":"Q308179"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"f06908816d1f644b704a5726a0f6f21ed761fb89","datavalue":{"value":{"amount":"+0.93317723","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q868264$3A6E8935-03C2-4567-AEB4-9A2DBAD70389","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"3731bf22cfeab15a792a17814a3088dc09001ee4","datavalue":{"value":{"entity-type":"item","numeric-id":2299585,"id":"Q2299585"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"7dd93ebaa9335f1bfea4874fbc3c6a93d9b2b99b","datavalue":{"value":{"amount":"+0.93121785","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q868264$5E6511AA-80E4-4427-A4E7-F021A48B9EA4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"614c3a5f4c99ac6b2936a885a2ae63d0437c81b6","datavalue":{"value":{"entity-type":"item","numeric-id":1724977,"id":"Q1724977"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"579cb54688573c6ee3c515215e0792b47a497594","datavalue":{"value":{"amount":"+0.9296638","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q868264$A69AF1AD-9A8D-4829-A515-232687B57C6B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"1ce4390e378d501f063fac4cf2ec1bf7bdece1f5","datavalue":{"value":{"entity-type":"item","numeric-id":1301761,"id":"Q1301761"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"e574d53d6db6449cf27390ca16ef3b96770a012f","datavalue":{"value":{"amount":"+0.92776275","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q868264$8655C8A9-3260-42AA-AF23-45F48BE7738E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"fa1fe1a2c34e607b808e767c51bb6ccda1fcb6b9","datavalue":{"value":{"entity-type":"item","numeric-id":1962168,"id":"Q1962168"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"8c2a10e908fce00dd86a23e33053ab92a69db030","datavalue":{"value":{"amount":"+0.9239658","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q868264$3F9845D6-71C2-4DC2-BC4E-A326710CBF4A","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:868264","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:868264"}}}}}