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

dc.contributor.author
Bardina i Simorra, Xavier
dc.contributor.author
Rovira Escofet, Carles
dc.date.issued
2022-11-08T09:07:20Z
dc.date.issued
2022-11-08T09:07:20Z
dc.date.issued
2021
dc.date.issued
2022-11-08T09:07:20Z
dc.identifier
1331-0623
dc.identifier
https://hdl.handle.net/2445/190547
dc.identifier
708639
dc.description.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.
dc.format
20 p.
dc.format
application/pdf
dc.language
eng
dc.publisher
Sveučili te Josipa Jurja Strossmayera u Osijeku
dc.relation
Reproducció del document publicat a: https://www.mathos.unios.hr/mc/index.php/mc/article/view/3687
dc.relation
Mathematical Communications, 2021, vol. 26, num. 2, p. 131-150
dc.rights
cc-by-nc-nd (c) Sveučili te Josipa Jurja Strossmayera u Osijeku, 2021
dc.rights
https://creativecommons.org/licenses/by-nc-nd/4.0/
dc.rights
info:eu-repo/semantics/openAccess
dc.source
Articles publicats en revistes (Matemàtiques i Informàtica)
dc.subject
Processos gaussians
dc.subject
Teorema del límit central
dc.subject
Processos de Lévy
dc.subject
Camps aleatoris
dc.subject
Gaussian processes
dc.subject
Central limit theorem
dc.subject
Lévy processes
dc.subject
Random fields
dc.title
Weak convergence to a class of two-parameter Gaussian processes from a Lévy sheet
dc.type
info:eu-repo/semantics/article
dc.type
info:eu-repo/semantics/publishedVersion


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