scientific article; zbMATH DE number 1762610

MaRDI QIDQ4538754zbMATH OpenFDO

Authors O. O. Kurchenko

Publication date 3 July 2002

zbMATH Keywords

central limit theoremfractional Brownian motionSkorokhod spaceGaussian random variable

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Brownian motion (60J65)

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(3)

• Invariance principle for functions of stationarily connected Gaussian variables
• Invariance property: Higher-order extension and application to Gaussian random variables
• Note on the variance of the sum of Gaussian functionals

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