Random Walks and Subfractional Brownian Motion
Hongshuai Dai
Abstract
Open-access reader
Hongshuai Dai
Abstract
Open-access reader
In this article, we show a result of approximation in law to subfractional Brownian motion, with $H>\frac{1}{2}$, in the Skorohod topology. The construction of these approximations is based on a sequence of I.I.D random variables
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In this article, we show a result of approximation in law to subfractional Brownian motion, with $H>\frac{1}{2}$, in the Skorohod topology. The construction of these approximations is based on a sequence of I.I.D random variables
Key concepts: Brownian motion, Random walk, Sequence (biology), Mathematics, Fractional Brownian motion, Motion (physics), Statistical physics, Physics