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On almost sure noncentral limit theorems
Authors:Michael Lacey
Affiliation:(1) Indiana University, 47405 Bloomington, Indiana
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 delta{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.
Keywords:Fractional Brownian motion  Hermite process  noncentral limit theorems
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