Convergence in law to operator fractional Brownian motions

DOI10.1007/S10959-011-0401-4zbMATH Open1278.60063arXiv1201.0211OpenAlexW2089324799MaRDI QIDQ376266FDOQ376266

Authors: Hongshuai Dai 

Publication date: 4 November 2013

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

Abstract: In this paper, we provide two approximations in law of operator fractional Brownian motions. One is constructed by Poisson processes, and the other generalizes a result of Taqqu (1975).

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

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zbMATH Keywords

Poisson processesweak convergenceoperator fractional Brownian motionvector-valued Gaussian sequence

Mathematics Subject Classification ID

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

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Cited In (11)

• Weak convergence to Rosenblatt sheet
• Convergence in law to operator fractional Brownian motion of Riemann-Liouville type
• The Brownian fractional motion as a limit of some types of stochastic processes
• Title not available (Why is that?)
• A queueing model with ON/OFF sources: approximation and stationarity
• Approximation of the Rosenblatt sheet
• Limit theorems in the context of multivariate long-range dependence
• Tandem fluid queue with long-range dependent inputs: sticky behaviour and heavy traffic approximation
• Operator fractional Brownian motion and martingale differences
• Limit theorems for functionals of Gaussian vectors
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