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...

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Detalles Bibliográficos
Autores: Bardina, Xavier|||0000-0003-1803-3401, Rovira, Carles|||0000-0001-9021-9804
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
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spelling Weak convergence to a class of two-parameter Gaussian processes from a Lévy sheetBardina, Xavier|||0000-0003-1803-3401Rovira, Carles|||0000-0001-9021-9804Fractional Brownian sheetLévy sheetTwo-parameter Gaussian processesWeak convergenceIn 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. 22021-01-0120212021-01-01Articlehttp://purl.org/coar/resource_type/c_6501VoRhttp://purl.org/coar/version/c_970fb48d4fbd8a85info:eu-repo/semantics/articleapplication/pdfhttps://ddd.uab.cat/record/292499reponame:Dipòsit Digital de Documents de la UABinstname:Universitat Autònoma de BarcelonaInglésengAgencia Estatal de Investigación https://doi.org/10.13039/501100011033 PGC2018-097848-B-I00open accesshttp://purl.org/coar/access_right/c_abf2Aquest document està subjecte a una llicència d'ús Creative Commons. Es permet la reproducció total o parcial, la distribució, i la comunicació pública de l'obra, sempre que no sigui amb finalitats comercials, i sempre que es reconegui l'autoria de l'obra original. No es permet la creació d'obres derivades.https://creativecommons.org/licenses/by-nc-nd/4.0/info:eu-repo/semantics/openAccessoai:ddd.uab.cat:2924992026-06-06T12:50:31Z
dc.title.none.fl_str_mv Weak convergence to a class of two-parameter Gaussian processes from a Lévy sheet
title Weak convergence to a class of two-parameter Gaussian processes from a Lévy sheet
spellingShingle Weak convergence to a class of two-parameter Gaussian processes from a Lévy sheet
Bardina, Xavier|||0000-0003-1803-3401
Fractional Brownian sheet
Lévy sheet
Two-parameter Gaussian processes
Weak convergence
title_short Weak convergence to a class of two-parameter Gaussian processes from a Lévy sheet
title_full Weak convergence to a class of two-parameter Gaussian processes from a Lévy sheet
title_fullStr Weak convergence to a class of two-parameter Gaussian processes from a Lévy sheet
title_full_unstemmed Weak convergence to a class of two-parameter Gaussian processes from a Lévy sheet
title_sort Weak convergence to a class of two-parameter Gaussian processes from a Lévy sheet
dc.creator.none.fl_str_mv Bardina, Xavier|||0000-0003-1803-3401
Rovira, Carles|||0000-0001-9021-9804
author Bardina, Xavier|||0000-0003-1803-3401
author_facet Bardina, Xavier|||0000-0003-1803-3401
Rovira, Carles|||0000-0001-9021-9804
author_role author
author2 Rovira, Carles|||0000-0001-9021-9804
author2_role author
dc.subject.none.fl_str_mv Fractional Brownian sheet
Lévy sheet
Two-parameter Gaussian processes
Weak convergence
topic Fractional Brownian sheet
Lévy sheet
Two-parameter Gaussian processes
Weak convergence
description 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.
publishDate 2021
dc.date.none.fl_str_mv 2
2021-01-01
2021
2021-01-01
dc.type.none.fl_str_mv Article
http://purl.org/coar/resource_type/c_6501
VoR
http://purl.org/coar/version/c_970fb48d4fbd8a85
dc.type.openaire.fl_str_mv info:eu-repo/semantics/article
format article
dc.identifier.none.fl_str_mv https://ddd.uab.cat/record/292499
url https://ddd.uab.cat/record/292499
dc.language.none.fl_str_mv Inglés
eng
language_invalid_str_mv Inglés
language eng
dc.relation.none.fl_str_mv Agencia Estatal de Investigación https://doi.org/10.13039/501100011033 PGC2018-097848-B-I00
dc.rights.none.fl_str_mv open access
http://purl.org/coar/access_right/c_abf2
https://creativecommons.org/licenses/by-nc-nd/4.0/
dc.rights.openaire.fl_str_mv info:eu-repo/semantics/openAccess
rights_invalid_str_mv open access
http://purl.org/coar/access_right/c_abf2
https://creativecommons.org/licenses/by-nc-nd/4.0/
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv application/pdf
dc.source.none.fl_str_mv reponame:Dipòsit Digital de Documents de la UAB
instname:Universitat Autònoma de Barcelona
instname_str Universitat Autònoma de Barcelona
reponame_str Dipòsit Digital de Documents de la UAB
collection Dipòsit Digital de Documents de la UAB
repository.name.fl_str_mv
repository.mail.fl_str_mv
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