Asymptotic behavior of the weak approximation to a class of Gaussian processes

DOI10.1017/JPR.2020.110MaRDI QIDQ5152518zbMATH OpenOpenAlexFDO

Authors Hui Jiang, Qing-Shan Yang

Publication date 24 September 2021

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/jpr.2020.110

zbMATH Keywords

exponential martingaleGaussian processmoderate deviationsPoisson processweak approximation

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Large deviations (60F10) Functional limit theorems; invariance principles (60F17) Fractional processes, including fractional Brownian motion (60G22) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Brownian motion (60J65)

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Cited in

(10)

• Weak variation of Gaussian processes
• Asymptotic behavior of the convex hull of a stationary Gaussian process
• scientific article; zbMATH DE number 3872399 (Why is no real title available?)
• Weak approximation for a class of Gaussian processes
• Weak approximation for a class of multidimensional parameter Gaussian process
• Functional large deviations for Kac-Stroock approximation to a class of Gaussian processes with application to small noise diffusions
• Weak approximation of \(G\)-expectations
• Asymptotic behavior of the distortion-rate function for Gaussian processes in Banach spaces
• Weak convergence towards two independent Gaussian processes from a unique Poisson process
• Weak approximation in Besov spaces of Gaussian sheets from Poisson processes

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