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 Electronic Communications in Probability > Vol. 14 (2009) > Paper 28 open journal systems 


Hsu-Robbins and Spitzer's theorems for the variations of fractional Brownian motion

Ciprian A. Tudor, Universte de Paris 1


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.


Full text: PDF

Pages: 278-289

Published on: July 9, 2009
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Electronic Communications in Probability. ISSN: 1083-589X