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

DOI10.1214/ECP.V16-1650zbMATH Open1243.60035MaRDI QIDQ428681FDOQ428681

Authors: Gustaf Gripenberg 

Publication date: 22 June 2012

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

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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)

Cited In (3)

• A novel exact representation of stationary colored Gaussian processes (fractional differential approach)
• Title not available (Why is that?)
• On the relation between white shot noise, Gaussian white noise, and the dichotomic Markov process

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