Approximation to Multifractional Riemann-Liouville Brownian Sheet

DOI10.1080/03610926.2013.765476MaRDI QIDQ5265838zbMATH OpenOpenAlexFDO

Authors Hongshuai Dai

Publication date 29 July 2015

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1212.1818

zbMATH Keywords

weak convergenceapproximationDonsker's theoremmultifractional Riemann-Liouville Brownian sheet

Mathematics Subject Classification ID

Gaussian processes (60G15) Central limit and other weak theorems (60F05) Fractional processes, including fractional Brownian motion (60G22) Functional limit theorems; invariance principles (60F17)

Abstract: In this paper, we first introduce multifrational Riemann-Liouville Brownian sheets. Then, we show a result of approximation in law of the multifractional Riemann-Liouville Brownian sheet. The construction of these approximations is based on a sequence of I.I.D random variables.

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Cites work

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• Multiparameter Processes
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• Weak convergence to the fractional Brownian sheet and other two-parameter Gaussian processes.

Cited in

(4)

• Approximation in law to the \(d\)-parameter fractional Brownian sheet based on the functional invariance principle
• Approximation of fractional Brownian sheet by Wiener integral
• Weak convergence of the complex fractional Brownian motion
• Convergence in law to operator fractional Brownian motion of Riemann-Liouville type

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