Lévy's Brownian motion as a set-indexed process and a related central limit theorem

DOI10.1016/0304-4149(85)90382-5zbMath0585.60008OpenAlexW2034031353MaRDI QIDQ1070635

Ronald Pyke, Mina Ossiander

Publication date: 1985

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(85)90382-5

zbMATH Keywords

empirical processesBrownian sheetBrownian motion with multi-dimensional timeset-indexed process with independent increments

Mathematics Subject Classification ID

Random fields (60G60) Gaussian processes (60G15) Brownian motion (60J65) Convergence of probability measures (60B10)

Related Items

Representation of Euclidean Random Field ⋮ Invariance principles for self-similar set-indexed random fields ⋮ Functional central limit theorems for triangular arrays of function-indexed processes under uniformly integrable entropy conditions ⋮ A criterion for right continuity of filtrations generated by group-valued additive processes. ⋮ Local Hölder regularity for set-indexed processes ⋮ Stable processes with stationary increments parameterized by metric spaces ⋮ Lévy's Brownian motion as a set-indexed process and a related central limit theorem ⋮ Certain Positive-Definite Kernels

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