Fractional Brownian sheet and martingale difference random fields

Autor:	Jing Cui, Zhi Wang
Jazyk:	angličtina
Předmět:	Random field multidimensional parameter fractional Brownian sheet lcsh:Mathematics Applied Mathematics 010102 general mathematics Mathematical analysis martingale difference random fields lcsh:QA1-939 01 natural sciences Doob's martingale inequality 010104 statistics & probability Mathematics::Probability Local martingale Discrete Mathematics and Combinatorics Martingale difference sequence weak convergence 0101 mathematics Martingale (probability theory) Martingale representation theorem Brownian motion Analysis Central limit theorem Mathematics
Zdroj:	Journal of Inequalities and Applications, Vol 2016, Iss 1, Pp 1-9 (2016)
ISSN:	1029-242X
DOI:	10.1186/s13660-016-1144-7
Popis:	In this paper, we prove a functional central limit theorem for the multidimensional parameter fractional Brownian sheet using martingale difference random fields. The proof is based on the invariance principle for the Brownian sheet due Poghosyan and Roelly (Stat. Probab. Lett. 38:235-245, 1998).
Databáze:	OpenAIRE
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