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 languageEnglish
Pages (from-to)2569-2577
Number of pages9
JournalJournal of Mathematical Sciences
Volume128
Issue number1
DOIs
StatePublished - Jul 2005

    Scopus subject areas

  • Statistics and Probability
  • Mathematics(all)
  • Applied Mathematics

ID: 75125137