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

DOI10.33048/SEMI.2019.16.088zbMath1448.60076OpenAlexW3015818165MaRDI QIDQ2331139

N. S. Arkashov

Publication date: 25 October 2019

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

Full work available at URL: https://doi.org/10.33048/semi.2019.16.088

zbMATH Keywords

Gaussian processinvariance principlememory functionmoving averagefractal Brownian motionregular varying function

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17)

Related Items (1)

On the model of random walk with multiple memory structure

Cites Work

• Fractional integral and its physical interpretation
• The principle of invariance in the Strassen form to the partial sum processes of moving averages of finite order
• Formation of a relation of nonlocalities in the anomalous diffusion model
• On a method for the probability and statistical analysis of the density of low frequency turbulent plasma
• Convergence and convergence rate to fractional Brownian motion for weighted random sums
• The Invariance Principle for Stationary Processes
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