| Título: | White and colored Gaussian noises as limits of sums of random dilations and translations of a single function |
| Autores: | Gripenberg, Gustaf; Aalto University |
| Fecha: | 2011-01-01 |
| Publicador: | Electronic communications in probability |
| Fuente: |
 |
| Tipo: |
Peer-reviewed Article |
| Tema: |
white noise; colored noise; Brownian motion; fractional Brownian motion; convergence; dilation; translation 60G15; 60J65 |
| Descripción: | It is shown that a stochastic process obtained by taking random sums of dilations and translations of a given function converges to Gaussian white noise if a dilation parameter grows to infinity and that it converges to Gaussian colored noise if a scaling parameter for the translations grows to infinity. In particular, the question of when one obtains fractional Brownian motion by integrating this colored noise is studied. |
| Idioma: | No aplica |
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