Optimality of an explicit series expansion of the fractional Brownian sheet (Q2483855): Difference between revisions

The authors presented a new explicit series expansion of the fractional Brownian motion in their previous paper [Probab. Theory Relat. Fields 130, No. 1, 39--55 (2004; Zbl 1059.60048)]. In that paper they claimed, without proof, that the expansion achieves the optimal rate of uniform convergence obtained by \textit{T. Kühn} and \textit{W. Linde} [Bernoulli 8, No. 5, 669--696 (2002; Zbl 1012.60074)]. The full proof of their claim is presented in this paper. At first they recall the form of the expansion of the fractional Brownian motion obtained in their paper [loc. cit.] and show how it extends to an expansion of the general fractional Brownian sheet. Finally they state the main result: the expansion of the fractional Brownian sheet is rate-optimal.