From infinite urn schemes to decompositions of self-similar Gaussian processes

DOI10.1214/16-EJP4492zbMath1346.60039arXiv1508.01506OpenAlexW2962769427MaRDI QIDQ303557

Olivier Durieu, Yizao Wang

Publication date: 22 August 2016

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1508.01506

zbMATH Keywords

functional central limit theoremfractional Brownian motionsymmetrizationGaussian processesregular variationself-similaritydecompositionsbi-fractional Brownian motioninfinite urn schemes

Mathematics Subject Classification ID

Gaussian processes (60G15) Central limit and other weak theorems (60F05) Fractional processes, including fractional Brownian motion (60G22) Self-similar stochastic processes (60G18) Functional limit theorems; invariance principles (60F17)

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