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2021

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cc-by-nc-nd (c) Sveučili te Josipa Jurja Strossmayera u Osijeku, 2021
Please use this identifier to cite or link to this item: https://hdl.handle.net/2445/190547

Weak convergence to a class of two-parameter Gaussian processes from a Lévy sheet

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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.

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Processos gaussians, Teorema del límit central, Processos de Lévy, Camps aleatoris

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Gaussian processes, Central limit theorem, Lévy processes, Random fields

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BARDINA I SIMORRA, Xavier and ROVIRA ESCOFET, Carles. Weak convergence to a class of two-parameter Gaussian processes from a Lévy sheet. Mathematical Communications. 2021. Vol. 26, num. 2, pags. 131-150. ISSN 1331-0623. [consulted: 8 of October of 2026]. Available at: https://hdl.handle.net/2445/190547

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