From intersection local time to the Rosenblatt process
نویسندگان
چکیده
منابع مشابه
A strong convergence to the Rosenblatt process ∗
We give a strong approximation of Rosenblatt process via transport processes and we give the rate of convergence.
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We analyze the Rosenblatt process which is a selfsimilar process with stationary increments and which appears as limit in the so-called Non Central Limit Theorem (Dobrushin and Major (1979), Taqqu (1979)). This process is non-Gaussian and it lives in the second Wiener chaos. We give its representation as a Wiener-Itô multiple integral with respect to the Brownian motion on a finite interval and...
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ژورنال
عنوان ژورنال: Journal of Theoretical Probability
سال: 2014
ISSN: 0894-9840,1572-9230
DOI: 10.1007/s10959-013-0535-7