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http://hdl.handle.net/2445/190547| Title: | Weak convergence to a class of two-parameter Gaussian processes from a Lévy sheet |
| Author: | Bardina i Simorra, Xavier Rovira Escofet, Carles |
| Keywords: | Processos gaussians Teorema del límit central Processos de Lévy Camps aleatoris Gaussian processes Central limit theorem Lévy processes Random fields |
| Issue Date: | 2021 |
| Publisher: | Sveučili te Josipa Jurja Strossmayera u Osijeku |
| Abstract: | In this paper, we show an approximation in law, in the space of the 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. |
| Note: | Reproducció del document publicat a: https://www.mathos.unios.hr/mc/index.php/mc/article/view/3687 |
| It is part of: | Mathematical Communications, 2021, vol. 26, num. 2, p. 131-150 |
| URI: | http://hdl.handle.net/2445/190547 |
| ISSN: | 1331-0623 |
| Appears in Collections: | Articles publicats en revistes (Matemàtiques i Informàtica) |
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