Weak convergence in Besov spaces to fractional Brownian motion

DOI10.1016/S0764-4442(01)01987-5MaRDI QIDQ2745752zbMATH OpenOpenAlexFDO

Authors Brahim Boufoussi, El Hassan Lakhel

Publication date 18 March 2002

Published in Comptes Rendus de l'Académie des Sciences. Série I. Mathématique (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0764-4442(01)01987-5

zbMATH Keywords

Besov spacesfractional Brownian motionlong-range dependencestationary process

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10) Self-similar stochastic processes (60G18)

Review text

The paper examines the weak convergence of partial sums of stationary random variables with long-range dependence, in Besov spaces, to the fractional Brownian motion.

Cited in

(8)

• Weak convergence to fractional Brownian motion in Brownian scenery
• Weak Poincaré inequalities on domains defined by Brownian rough paths
• Weak convergence to multifractional Brownian motion of Riemann-Liouville type in Besov spaces
• Convergence of the Weierstrass-Mandelbrot process to fractional Brownian motion
• scientific article; zbMATH DE number 4111694 (Why is no real title available?)
• Invariance principles in Besov spaces, Gaussian processes and long-range dependence
• Weak convergence of summation processes in Besov spaces
• A Kolmogorov and Tightness Criterion in Modular Besov Spaces and an Application to a Class of Gaussian Processes

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