Weak convergence to the fractional Brownian sheet from a L\'evy sheet
Probability
2020-02-18 v1
Abstract
In this paper, we show an approximation in law, in the space of the continuous functions on , of two-parameter Gaussian processes that can be represented as a Wiener type integral by processes constructed from processes that converge to the Brownian sheet. As an application, we obtain a sequence of processes constructed from a L\'evy sheet that converges in law towards the fractional Brownian sheet.
Keywords
Cite
@article{arxiv.2002.06263,
title = {Weak convergence to the fractional Brownian sheet from a L\'evy sheet},
author = {Xavier Bardina and Carles Rovira},
journal= {arXiv preprint arXiv:2002.06263},
year = {2020}
}