From random partitions to fractional Brownian sheets

Autor: Durieu, Olivier, Wang, Yizao
Rok vydání: 2017
Předmět:
Druh dokumentu: Working Paper
Popis: We propose discrete random-field models that are based on random partitions of $\mathbb{N}^2$. The covariance structure of each random field is determined by the underlying random partition. Functional central limit theorems are established for the proposed models, and fractional Brownian sheets, with full range of Hurst indices, arise in the limit. Our models could be viewed as discrete analogues of fractional Brownian sheets, in the same spirit that the simple random walk is the discrete analogue of the Brownian motion.
Databáze: arXiv