Weak convergence to a class of two-parameter Gaussian processes from a Lévy sheet
In this paper, we show an approximation in law, in the space of continuous functions on [0, 1]2, of two-parameter Gaussian processes that can be represented as a Wiener type integral by processes constructed from processes that converge to the Brownian sheet. As an application, we obtain a sequence...
| Autores: | , |
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| Tipo de recurso: | artículo |
| Fecha de publicación: | 2021 |
| País: | España |
| Institución: | Universitat Autònoma de Barcelona |
| Repositorio: | Dipòsit Digital de Documents de la UAB |
| Idioma: | inglés |
| OAI Identifier: | oai:ddd.uab.cat:292499 |
| Acceso en línea: | https://ddd.uab.cat/record/292499 |
| Access Level: | acceso abierto |
| Palabra clave: | Fractional Brownian sheet Lévy sheet Two-parameter Gaussian processes Weak convergence |
| Sumario: | In this paper, we show an approximation in law, in the space of continuous functions on [0, 1]2, of two-parameter Gaussian processes that can be represented as a Wiener type integral by processes constructed from processes that converge to the Brownian sheet. As an application, we obtain a sequence of processes constructed from a Lévy sheet that converges in law towards the fractional Brownian sheet. |
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