Functional Limit Theorems for the Increments of Gaussian Samples

Wensheng Wang ()
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Wensheng Wang: Hangzhou Teacher’s College

Journal of Theoretical Probability, 2005, vol. 18, issue 2, 327-343

Abstract: Abstract Functional limit theorems for increments of Gaussian samples are obtained. As consequences, functional modulus of continuity theorem and functional large increment theorem of a fractional Brownian motion are established in this paper.

Keywords: Gaussian samples; fractional Bownian motion; stationary increment (search for similar items in EconPapers)
Date: 2005
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DOI: 10.1007/s10959-005-3505-x

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