The principle of invariance in the Strassen form to the partial sum processes of moving averages of finite order

DOI10.17377/SEMI.2018.15.105zbMath1401.60050MaRDI QIDQ1615768

N. S. Arkashov

Publication date: 31 October 2018

Published in: Sibirskie Èlektronnye Matematicheskie Izvestiya (Search for Journal in Brave)

zbMATH Keywords

Gaussian processinvariance principlememory functionmoving averagefractal Brownian motionregular varying function

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17)

Related Items (1)

The principle of invariance in the Donsker form to the partial sum processes of finite order moving averages

Cites Work

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• Fractional integral and its physical interpretation
• Formation of a relation of nonlocalities in the anomalous diffusion model
• Convergence and convergence rate to fractional Brownian motion for weighted random sums
• Large Deviation Principle for Partial Sum Processes of Moving Averages
• Fractional Brownian Motions, Fractional Noises and Applications
• The random walk's guide to anomalous diffusion: A fractional dynamics approach

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