Strong approximation of fractional Brownian motion by moving averages of simple random walks.
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Publication:1879522
DOI10.1016/S0304-4149(00)00078-8zbMath1047.60032arXiv1008.1702MaRDI QIDQ1879522
Publication date: 22 September 2004
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1008.1702
60G15: Gaussian processes
60G50: Sums of independent random variables; random walks
60F15: Strong limit theorems
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