Functional limit theorems for the increments of Gaussian samples

DOI10.1007/s10959-005-3505-xzbMath1069.60037MaRDI QIDQ1780927

Niranjan Chakravarthy

Publication date: 14 June 2005

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10959-005-3505-x

zbMATH Keywords

self-similar; stationary increment; fractonal Brownian motion; Gaussian samples

Mathematics Subject Classification ID

60F17: Functional limit theorems; invariance principles

Related Items

Functional limit theorems for \(d\)-dimensional FBM in Hölder norm, Functional limit theorems for the increments of \(d\)-dimensional Gaussian processes in a Hölder type norm, The fractal nature of the functional law of logarithm of fractional Brownian motions

Cites Work

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