Asymptotic behavior of the weak approximation to a class of Gaussian processes

DOI10.1017/jpr.2020.110zbMath1475.60060OpenAlexW3198918924MaRDI QIDQ5152518

Hui Jiang, Qing-shan Yang

Publication date: 24 September 2021

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

Full work available at URL: https://doi.org/10.1017/jpr.2020.110

zbMATH Keywords

Gaussian processweak approximationPoisson processmoderate deviationsexponential martingale

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Brownian motion (60J65) Large deviations (60F10) Convergence of probability measures (60B10) Functional limit theorems; invariance principles (60F17) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

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