Weak convergence to Rosenblatt sheet

作者:Shen, Guangjun*; Yin, Xiuwei; Zhu, Dongjin
来源:Frontiers of Mathematics in China, 2015, 10(4): 985-1004.
DOI:10.1007/s11464-015-0458-y

摘要

We study the problem of the approximation in law of the Rosenblatt sheet. We prove the convergence in law of two families of process to the Rosenblatt sheet: the first one is constructed from a Poisson process in the plane and the second one is based on random walks.