A probabilistic approach to the \(\varPhi \)-variation of classical fractal functions with critical roughness
type: Item
instance of: scholarly article
title: A probabilistic approach to the \(\varPhi \)-variation of classical fractal functions with critical roughness
zbMATH Open document ID: 1455.60039
author: Xiyue Han
author: Alexander Schied
author: Zhenyuan Zhang
published in: Statistics \& Probability Letters
publication date: 2021-01-06T00:00:00Z
full work available at URL: https://arxiv.org/abs/2009.05420
Mathematics Subject Classification ID: 60F05
Mathematics Subject Classification ID: 28A80
zbMATH DE Number: 7290480
zbMATH Keywords: Weierstraß function
zbMATH Keywords: Takagi-van der Waerden functions
zbMATH Keywords: Wiener-Young \(\varPhi \)-variation
zbMATH Keywords: martingale central limit theorem
zbMATH Keywords: Markov chain central limit theorem
MaRDI profile type: Publication
OpenAlex ID: W3086774245
arXiv ID: 2009.05420
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DOI: 10.1016/J.SPL.2020.108920
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description: scientific article