Weak approximation for a class of multidimensional parameter Gaussian process

DOI10.13548/J.SXZZ.20161123.002MaRDI QIDQ4640716zbMATH OpenFDO

Authors Mengyu Li, Jing Cui, Guangjun Shen

Publication date 25 May 2018

Full work available at URL https://doi.org/10.13548/J.SXZZ.20161123.002

zbMATH Keywords

fractional Brownian motionGaussian processPoisson processweak convergence

Mathematics Subject Classification ID

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

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(7)

• Weak variation of Gaussian processes
• Weak convergence to the fractional Brownian sheet and other two-parameter Gaussian processes.
• Weak approximation of the Wiener process from a Poisson process: the multidimensional parameter set case
• Strong approximation of multidimensional \(\mathbb P\)-\(\mathbb P\) plots processes by Gaussian processes with applications to statistical tests
• Multiresolution Hilbert approach to multidimensional Gauss-Markov processes
• Weak approximation for a class of Gaussian processes
• Asymptotic behavior of the weak approximation to a class of Gaussian processes

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