Frontiers of Mathematics in China >
Weak convergence to Rosenblatt sheet
Received date: 12 Sep 2014
Accepted date: 05 Jan 2015
Published date: 05 Jun 2015
Copyright
We study the problem of the approximation in law of the Rosenblatt sheet. We prove the convergence in law of two families of process to the Rosenblatt sheet: the first one is constructed from a Poisson process in the plane and the second one is based on random walks.
Key words: Rosenblatt sheet; Poisson process; random walks; weak convergence
Guangjun SHEN , Xiuwei YIN , Dongjin ZHU . Weak convergence to Rosenblatt sheet[J]. Frontiers of Mathematics in China, 2015 , 10(4) : 985 -1004 . DOI: 10.1007/s11464-015-0458-y
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