Zapiski Nauchnykh Seminarov POMI
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
General information
Latest issue
Archive
Impact factor

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS


Zap. Nauchn. Sem. POMI:
Year:
Volume:
Issue:
Page:
Find




Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register

Zapiski Nauchnykh Seminarov POMI, 2003, Volume 298, Pages 134–149 (Mi znsl1167)  
On random broken lines weakly converging to fractional Ornstein–Uhlenbeck process

A. V. Liber, O. V. Rusakov

Saint-Petersburg State University
Full-text PDF (247 kB)
References:
PDF
HTML
Abstract: The behavior of sequences of continuous broken lines corresponding to sums of stationary sequences is studied. Conditions of weak convergence of distributions of these broken lines to Gaussian processes of Ornstein–Uhlenbeck type and fractional Brownian movement type are established.
Received: 10.09.2003
English version:
Journal of Mathematical Sciences (New York), 2005, Volume 128, Issue 1, Pages 2569–2577
DOI: https://doi.org/10.1007/s10958-005-0204-1
Bibliographic databases:
UDC: 519.2
Language: Russian
Citation: A. V. Liber, O. V. Rusakov, “On random broken lines weakly converging to fractional Ornstein–Uhlenbeck process”, Probability and statistics. Part 6, Zap. Nauchn. Sem. POMI, 298, POMI, St. Petersburg, 2003, 134–149; J. Math. Sci. (N. Y.), 128:1 (2005), 2569–2577
Citation in format AMSBIB
\Bibitem{LibRus03}
\by A.~V.~Liber, O.~V.~Rusakov
\paper On random broken lines weakly converging to fractional Ornstein--Uhlenbeck process
\inbook Probability and statistics. Part~6
\serial Zap. Nauchn. Sem. POMI
\yr 2003
\vol 298
\pages 134--149
\publ POMI
\publaddr St.~Petersburg
\mathnet{http://mi.mathnet.ru/znsl1167}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=2038868}
\zmath{https://zbmath.org/?q=an:1074.60028}
\transl
\jour J. Math. Sci. (N. Y.)
\yr 2005
\vol 128
\issue 1
\pages 2569--2577
\crossref{https://doi.org/10.1007/s10958-005-0204-1}
Linking options:
  • https://www.mathnet.ru/eng/znsl1167
  • https://www.mathnet.ru/eng/znsl/v298/p134
    • Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Записки научных семинаров ПОМИ
    Statistics & downloads:
    Abstract page:653
    Full-text PDF :274
    References:74
     
      Contact us:
    		  Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2024