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arXiv 1302.3740math.PR
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基于部分和、计数及其Vervaat过程的长记忆序列的强逼近

Strong approximations for long memory sequences based partial sums, counting and their Vervaat processes

Endre Csáki, Miklós Csörgö, Rafal Kulik

摘要:

本文研究长程相依随机变量部分和及其计数过程的渐近行为,以及这两个过程之和的一个适当归一化的积分过程,即所谓的Vervaat过程.这些过程中的前两个近似于一个适当构造的分数布朗运动,而Vervaat过程又近似于同一分数布朗运动的平方。

英文摘要:

We study the asymptotic behaviour of partial sums of long range dependent random variables and that of their counting process, together with an appropriately normalized integral process of the sum of these two processes, the so-called Vervaat process. The first two of these processes are approximated by an appropriately constructed fractional Brownian motion, while the Vervaat process in turn is approximated by the square of the same fractional Brownian motion.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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