Research output: Contribution to journal › Article › peer-review
We study the behavior of sequences of continuous random broken lines that are constructed from increased sums of stationary sequences. We obtain conditions of weak convergence of these random broken lines to Gaussian processes of types of a fractional Ornstein-Uhlenbeck process and the fractional Brownian motion. Sequences of moving averages are considered as the main examples of the investigated stationary sequences. Bibliography: 8 titles.
Original language | English |
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Pages (from-to) | 2569-2577 |
Number of pages | 9 |
Journal | Journal of Mathematical Sciences |
Volume | 128 |
Issue number | 1 |
DOIs | |
State | Published - Jul 2005 |
ID: 75125137