Convergence in law to operator fractional Brownian motions

DOI10.1007/s10959-011-0401-4zbMath1278.60063arXiv1201.0211OpenAlexW2089324799MaRDI QIDQ376266

Hongshuai Dai

Publication date: 4 November 2013

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1201.0211

zbMATH Keywords

weak convergencePoisson processesoperator fractional Brownian motionvector-valued Gaussian sequence

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Functional limit theorems; invariance principles (60F17)

Related Items

Approximation of the Rosenblatt sheet ⋮ Tandem fluid queue with long-range dependent inputs: sticky behaviour and heavy traffic approximation ⋮ Limit theorems for functionals of Gaussian vectors ⋮ Limit theorems in the context of multivariate long-range dependence ⋮ Operator fractional Brownian motion and martingale differences ⋮ Weak convergence to Rosenblatt sheet

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