| Título: | Hsu-Robbins and Spitzer's theorems for the variations of fractional Brownian motion |
| Autores: | Tudor, Ciprian A.; Universte de Paris 1 |
| Fecha: | 2009-01-01 |
| Publicador: | Electronic communications in probability |
| Fuente: |
 |
| Tipo: |
Peer-reviewed Article |
| Tema: |
multiple stochastic integrals, selfsimilar processes, fractional Brownian motion, Hermite processes, limit theorems, Stein's method. 60G15, 60H05, 60F05, 60H07. |
| Descripción: | Using recent results on the behavior of multiple Wiener-Itô integrals based on Stein's method, we prove Hsu-Robbins and Spitzer's theorems for sequences of correlated random variables related to the increments of the fractional Brownian motion. |
| Idioma: | No aplica |
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