Items for "stationary processes"

Approximation of fractional Brownian sheet by a random walk in anisotropic Besov space

Under the topology of anisotropic Besov spaces, we prove the convergence in law of a random walk defined by the partial sums of a mean zero stationary Gaussian fields to the fractional Brownian sheet.

Keywords: weak convergence, anisotropic Besov spaces, fractional Brownian sheet, stationary processes, regular functions