A strong convergence to the Rosenblatt process (Q412475): Difference between revisions

The Rosenblatt process is a non-Gaussian self-similar, stationary increment stochastic process having the same covariance function as the fractional Brownian motion. Usually, the Rosenblatt process is defined as a multiple Wiener-Ito integral. The authors prove that the Rosenblatt process can be approximated in the strong sense by functionals of a certain type of processes called transport processes.