Convergence in law to operator fractional Brownian motions

DOI10.1007/s10959-011-0401-4zbMath1278.60063arXiv1201.0211MaRDI 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 convergence; Poisson processes; operator fractional Brownian motion; vector-valued Gaussian sequence

Mathematics Subject Classification ID

60G22: Fractional processes, including fractional Brownian motion

60F17: Functional limit theorems; invariance principles

Related Items

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

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