A random walk approximation to fractional Brownian motion
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Publication:6206492
arXiv0708.1905MaRDI QIDQ6206492FDOQ6206492
Authors: Tom Lindstrøm 
Publication date: 14 August 2007
Abstract: We present a random walk approximation to fractional Brownian motion where the increments of the fractional random walk are defined as a weighted sum of the past increments of a Bernoulli random walk.
Gaussian processes (60G15) Functional limit theorems; invariance principles (60F17) Self-similar stochastic processes (60G18)
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