A strong convergence to the Rosenblatt process

Johanna Garzon (1) , Soledad Torres (1) , Ciprian A. Tudor (2)

1 Departamento de Estadistica [Valparaiso]
2 LPP - Laboratoire Paul Painlevé - UMR 8524

We give a strong approximation of Rosenblatt process via transport processes and we give the rate of convergence.

Domaines: Probabilités [math.PR]

Johanna Garzon, Soledad Torres, Ciprian A. Tudor. A strong convergence to the Rosenblatt process. 2011. ⟨hal-00625091⟩