HSU-Robbins and Spitzer's theorems for the variations of fractional Brownian motion
Using recent results on the behavior of multiple Wiener-Itô integrals based on Stein's method, we prove Hsu-Robbins and Spitzer's theorems for sequences of correlated random variables related to the increments of the fractional Brownian motion.
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| Tipo de documento: | artigo |
| Data de publicação: | 2009 |
| País: | España |
| Recursos: | Universitat Autònoma de Barcelona |
| Repositório: | Dipòsit Digital de Documents de la UAB |
| Idioma: | inglês |
| OAI Identifier: | oai:ddd.uab.cat:44467 |
| Acesso em linha: | https://ddd.uab.cat/record/44467 |
| Access Level: | Acceso aberto |
| Palavra-chave: | Probabilitats Processos estocàstics |
| Resumo: | Using recent results on the behavior of multiple Wiener-Itô integrals based on Stein's method, we prove Hsu-Robbins and Spitzer's theorems for sequences of correlated random variables related to the increments of the fractional Brownian motion. |
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