OPERATOR FRACTIONAL BROWNIAN MOTION AS LIMIT OF POLYGONAL LINES PROCESSES IN HILBERT SPACE

DOI10.1142/S0219493711003152zbMath1228.60045MaRDI QIDQ3083429

Charles Suquet, Alfredas Račkauskas

Publication date: 21 March 2011

Published in: Stochastics and Dynamics (Search for Journal in Brave)

zbMATH Keywords

functional central limit theorem; Hilbert space; fractional Brownian motion; long memory; linear processes

Mathematics Subject Classification ID

60G10: Stationary stochastic processes

60F17: Functional limit theorems; invariance principles

60B12: Limit theorems for vector-valued random variables (infinite-dimensional case)

Related Items

Operator self-similar processes and functional central limit theorems, On the convex hull and winding number of self-similar processes, On convex hull of \(d\)-dimensional fractional Brownian motion, Limit theorems for Hilbert space-valued linear processes under long range dependence, The central limit theorem for a sequence of random processes with space-varying long memory

Cites Work

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