Weak convergence to a class of Gaussian proccesses in anisotropique

DOI10.1016/J.BULSCI.2006.01.003MaRDI QIDQ865894zbMATH OpenOpenAlexFDO

Authors Brahim Boufoussi, Raby Guerbaz

Publication date 20 February 2007

Published in Bulletin des Sciences Mathématiques (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.bulsci.2006.01.003

zbMATH Keywords

Brownian processesGaussian processesHölderian functionsrandom processes

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Gaussian processes (60G15)

Review text

Alternative review: The class of Gaussian processes represented by two deterministic kernel parameters and by a Brownian drap is considered. An approximation of Donsker's type in anisotropic Bésov spaces is proved for this class of these processes. The special case of the fractional Brownian sheet is considered for the Banach space of continuous functions.

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Cites work

• A diffusion approximation result for two parameter processes
• Approximation in law to the d-parameter fractional Brownian sheet based on the functional invariance principle
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• Fractional Brownian sheet
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• scientific article; zbMATH DE number 934080 (Why is no real title available?)
• Inequalities with Applications to the Weak Convergence of Random Processes with Multi-Dimensional Time Parameters
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Cited in

(6)

• Weak convergence in a class of anisotropic Besov-Orlicz space
• Weak convergence to multifractional Brownian motion of Riemann-Liouville type in Besov spaces
• Weak convergence to the two-parameter Volterra multifractional process in Besov spaces
• Weak convergence to a class of two-parameter Gaussian processes from a Lévy sheet
• Approximation of fractional Brownian sheet by a random walk in anisotropic Besov space
• Weak convergence towards two independent Gaussian processes from a unique Poisson process

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