A probabilistic approach to the \(\varPhi \)-variation of classical fractal functions with critical roughness

DOI10.1016/j.spl.2020.108920zbMath1455.60039arXiv2009.05420OpenAlexW3086774245MaRDI QIDQ826659

Xiyue Han, Zhenyuan Zhang, Alexander Schied

Publication date: 6 January 2021

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2009.05420

zbMATH Keywords

martingale central limit theoremMarkov chain central limit theoremTakagi-van der Waerden functionsWeierstraß functionWiener-Young \(\varPhi \)-variation

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Fractals (28A80)

Related Items (2)

A Gladyshev theorem for trifractional Brownian motion and \(n\)-th order fractional Brownian motion ⋮ A limit theorem for Bernoulli convolutions and the \(\Phi \)-variation of functions in the Takagi class

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