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2009 Hsu-Robbins and Spitzer's theorems for the variations of fractional Brownian motion
Ciprian Tudor
Author Affiliations +
Electron. Commun. Probab. 14: 278-289 (2009). DOI: 10.1214/ECP.v14-1481

Abstract

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.

Citation

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Ciprian Tudor. "Hsu-Robbins and Spitzer's theorems for the variations of fractional Brownian motion." Electron. Commun. Probab. 14 278 - 289, 2009. https://doi.org/10.1214/ECP.v14-1481

Information

Accepted: 9 July 2009; Published: 2009
First available in Project Euclid: 6 June 2016

zbMATH: 1189.60085
MathSciNet: MR2524979
Digital Object Identifier: 10.1214/ECP.v14-1481

Subjects:
Primary: 60G15
Secondary: 60F05, 60H05, 60H07

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