Random walks and subfractional Brownian motion

DOI10.1080/03610926.2014.889163MaRDI QIDQ2815969zbMATH OpenOpenAlexFDO

Authors Hongshuai Dai

Publication date 30 June 2016

Published in Communications in Statistics. Theory and Methods (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1303.5161

zbMATH Keywords

weak convergencefractional Brownian motionrandom walkssubfractional Brownian motion

Mathematics Subject Classification ID

Gaussian processes (60G15) Central limit and other weak theorems (60F05) Fractional processes, including fractional Brownian motion (60G22) Sums of independent random variables; random walks (60G50)

Abstract: In this article, we show a result of approximation in law to subfractional Brownian motion, with $H>frac12$, in the Skorohod topology. The construction of these approximations is based on a sequence of I.I.D random variables

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Cited in

(10)

• scientific article; zbMATH DE number 1944008 (Why is no real title available?)
• Transition probability estimates for subordinate random walks
• Donsker type theorem for fractional Poisson process
• Divergence of a random walk through deterministic and random subsequences
• An approximation to the subfractional Brownian sheet using martingale differences
• Frank Spitzer's work on random walk and Brownian motion
• Approximation of stochastic differential equations driven by subfractional Brownian motion at discrete time observation
• Approximation to two independent Gaussian processes from a unique Lévy process and applications
• Generalized Continuous-Time Random Walks, Subordination by Hitting Times, and Fractional Dynamics
• On subordinate random walks

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