White and colored Gaussian noises as limits of sums of random dilations and translations of a single function

DOI10.1214/ECP.V16-1650MaRDI QIDQ428681zbMATH OpenFDO

Authors Gustaf Gripenberg

Publication date 22 June 2012

Published in Electronic Communications in Probability (Search for Journal in Brave)

zbMATH Keywords

convergenceBrownian motionfractional Brownian motioncolored noisedilationwhite noisetranslation

Mathematics Subject Classification ID

Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Brownian motion (60J65)

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