On almost sure noncentral limit theorems |
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Authors: | Michael Lacey |
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Affiliation: | (1) Indiana University, 47405 Bloomington, Indiana |
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Abstract: | LetX(t) be a fractional Brownian motion or Hermite process of indexH. SetXm(t)=m–HX(mt), which we view as an element ofC[0, 1]. Let {x} denote a point mass at x. ThenThe corresponding results for certain partial sums in the domain of attraction toX(t) are shown to hold. |
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Keywords: | Fractional Brownian motion Hermite process noncentral limit theorems |
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