Weak convergence to the fractional Brownian sheet from a L\'evy sheet

arxiv(2020)

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摘要
In this paper, we show an approximation in law, in the space of the continuous functions on $[0,1]^2$, of two-parameter Gaussian processes that can be represented as a Wiener type integral by processes constructed from processes that converge to the Brownian sheet. As an application, we obtain a sequence of processes constructed from a L\'evy sheet that converges in law towards the fractional Brownian sheet.
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关键词
fractional brownian sheet,weak convergence
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