Convergence in Law to Operator Fractional Brownian Motions

被引：8

作者：

Dai, Hongshuai ^{[1
]}

机构：

[1] Guangxi Univ, Coll Math & Informat Sci, Nanning 530004, Peoples R China

来源：

JOURNAL OF THEORETICAL PROBABILITY | 2013年 / 26卷 / 03期

关键词：

Operator fractional Brownian motion; Poisson processes; Vector-valued Gaussian sequence; Weak convergence; SELF-SIMILAR PROCESSES; WEAK-CONVERGENCE; LIMIT-THEOREM;

D O I：

10.1007/s10959-011-0401-4

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In this paper, we provide two approximations in law of operator fractional Brownian motions. One is constructed by Poisson processes, and the other generalizes a result of Taqqu (Z. Wahrscheinlichkeitstheor. Verw. Geb. 31:287-302, 1975).

引用

页码：676 / 696

页数：21

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