Convergence and convergence rate to fractional Brownian motion for weighted random sums

zbMath1079.60025MaRDI QIDQ2577173

Takis Konstantopoulos, Aleksandr Ivanovich Sakhanenko

Publication date: 19 December 2005

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

Full work available at URL: https://eudml.org/doc/52023

zbMATH Keywords

Komlos-Major-Tusnady strong approximations methodsums of weighted i.i.d. random variables

Mathematics Subject Classification ID

Gaussian processes (60G15) Strong limit theorems (60F15) Self-similar stochastic processes (60G18) Functional limit theorems; invariance principles (60F17)

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