Power law Pólya's urn and fractional Brownian motion

DOI10.1007/s00440-012-0468-6zbMath1311.60044arXiv0903.1284OpenAlexW2067235680MaRDI QIDQ389275

Scott Sheffield, Alan Hammond

Publication date: 20 January 2014

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0903.1284

zbMATH Keywords

fractional Brownian motiondiscrete random walks

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Sums of independent random variables; random walks (60G50)

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