Donsker Type Theorem in Besov Spaces Involving Regularly Varying Functions |
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| Authors: | Brahim Boufoussi |
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| Affiliation: | Laboratoire de Probabilités et Statistique, Département de Mathématiques , Université Cadi Ayyad, FSSM , B.O., 2390, Marrakech, Maroc |
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| Abstract: | ![]()
We determine the limit under weak convergence of certain normalized partial sums of stationary variables with regularly varying covariance. It is shown that in some Besov spaces the limit process is the fractional Brownian motion. |
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| Keywords: | Stationary variable Besov spaces Brownian motion Gaussian sequence |
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