CONVERGENCE TO FRACTIONAL BROWNIAN MOTION FOR WEIGHTED RANDOM SUMS IN BESOV SPACE

Authors

• Ibrahima Mendy, Université Assane SECK de ZiguinchorFollow

Abstract

We consider infinite sums of weighted i.i.d. random variables, with finite variance and arbitrary distribution, and we derives conditions for the weak convergence in Besov space of normalized sums to fractional Brownian motion (fBm).

Recommended Citation

Mendy, Ibrahima (2026) "CONVERGENCE TO FRACTIONAL BROWNIAN MOTION FOR WEIGHTED RANDOM SUMS IN BESOV SPACE," Journal of Stochastic Analysis: Vol. 7: No. 1, Article 2.
DOI: 10.31390/josa.7.1.02
Available at: https://repository.lsu.edu/josa/vol7/iss1/2

DOI

10.31390/josa.7.1.02