The principle of invariance in the Donsker form to the partial sum processes of finite order moving averages

DOI10.33048/SEMI.2019.16.088MaRDI QIDQ2331139zbMATH OpenOpenAlexFDO

Authors N. S. Arkashov

Publication date 25 October 2019

Published in Sibirskie Elektronnye Matematicheskie Izvestiya (Search for Journal in Brave)

Full work available at URL https://doi.org/10.33048/semi.2019.16.088

zbMATH Keywords

fractal Brownian motionGaussian processinvariance principlememory functionmoving averageregular varying function

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17)

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Cites work

• Convergence and convergence rate to fractional Brownian motion for weighted random sums
• Formation of a relation of nonlocalities in the anomalous diffusion model
• Fractional integral and its physical interpretation
• Gaussian approximation to the partial sum processes of moving averages
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• scientific article; zbMATH DE number 3248575 (Why is no real title available?)
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• scientific article; zbMATH DE number 3059214 (Why is no real title available?)
• On a method for the probability and statistical analysis of the density of low frequency turbulent plasma
• The Invariance Principle for Stationary Processes
• The principle of invariance in the Strassen form to the partial sum processes of moving averages of finite order

Cited in

(6)

• The principle of invariance in the Strassen form to the partial sum processes of moving averages of finite order
• On the model of random walk with multiple memory structure
• A new sufficient condition in the invariance principle for the partial sum processes of moving averages
• Gaussian approximation to the partial sum processes of moving averages
• On the probabilistic-statistical approach to the analysis of nonlocality parameters of plasma density
• On limit theorems for partial sum processes of moving averages constructed on the basis of heterogeneous processes

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