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Approximation of fractional Brownian sheet by a random walk in anisotropic Besov space

Approximation of fractional Brownian sheet by a random walk in anisotropic Besov space Under the topology of anisotropic Besov spaces, we prove the convergence in law of a random walk defined by the partial sums of a mean zero stationary Gaussian fields to the fractional Brownian sheet. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Random Operators and Stochastic Equations de Gruyter

Approximation of fractional Brownian sheet by a random walk in anisotropic Besov space

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Publisher
de Gruyter
Copyright
Copyright 2007, Walter de Gruyter
ISSN
0926-6364
eISSN
1569-397x
DOI
10.1515/rose.2007.009
Publisher site
See Article on Publisher Site

Abstract

Under the topology of anisotropic Besov spaces, we prove the convergence in law of a random walk defined by the partial sums of a mean zero stationary Gaussian fields to the fractional Brownian sheet.

Journal

Random Operators and Stochastic Equationsde Gruyter

Published: Jul 20, 2007

Keywords: Weak convergence;; anisotropic Besov spaces;; fractional Brownian sheet;; stationary processes;; regular functions.

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