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

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dc.contributor.authorBardina i Simorra, Xavier
dc.contributor.authorRovira Escofet, Carles
dc.date.accessioned2022-11-08T09:07:20Z
dc.date.available2022-11-08T09:07:20Z
dc.date.issued2021
dc.date.updated2022-11-08T09:07:20Z
dc.description.abstractIn 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.
dc.format.extent20 p.
dc.format.mimetypeapplication/pdf
dc.identifier.idgrec708639
dc.identifier.issn1331-0623
dc.identifier.urihttps://hdl.handle.net/2445/190547
dc.language.isoeng
dc.publisherSveučili te Josipa Jurja Strossmayera u Osijeku
dc.relation.isformatofReproducció del document publicat a: https://www.mathos.unios.hr/mc/index.php/mc/article/view/3687
dc.relation.ispartofMathematical Communications, 2021, vol. 26, num. 2, p. 131-150
dc.rightscc-by-nc-nd (c) Sveučili te Josipa Jurja Strossmayera u Osijeku, 2021
dc.rights.accessRightsinfo:eu-repo/semantics/openAccess
dc.rights.urihttps://creativecommons.org/licenses/by-nc-nd/4.0/
dc.sourceArticles publicats en revistes (Matemàtiques i Informàtica)
dc.subject.classificationProcessos gaussians
dc.subject.classificationTeorema del límit central
dc.subject.classificationProcessos de Lévy
dc.subject.classificationCamps aleatoris
dc.subject.otherGaussian processes
dc.subject.otherCentral limit theorem
dc.subject.otherLévy processes
dc.subject.otherRandom fields
dc.titleWeak convergence to a class of two-parameter Gaussian processes from a Lévy sheet
dc.typeinfo:eu-repo/semantics/article
dc.typeinfo:eu-repo/semantics/publishedVersion

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