Hsu-Robbins and Spitzer's theorems for the variations of fractional Brownian motion
Résumé
Using recent results on the behavior of multiple Wiener-Itô integrals based on Stein's method, we prove Hsu-Robbins and Spitzer's theorems for sequences of correlated random variables related to the increments of the fractional Brownian motion.
Domaines
Probabilités [math.PR]
Origine : Fichiers produits par l'(les) auteur(s)
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