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Weak convergence of integral functionals of random walks weakly convergent to fractional Brownian motion

โœ Scribed by Yu. S. Mishura; S. H. Rode


Publisher
Springer
Year
2007
Tongue
English
Weight
101 KB
Volume
59
Category
Article
ISSN
0041-5995

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By using a very simple model of random walk de\_ned on the roots of the unity in the complex plane\ one can obtain the model of fractional brownian motion of order n which has been previously introduced in the form of rotating Gaussian white noise[ This de\_nition of fractional Brownian motion of or