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arXiv:0907.1116 [math.PR]AbstractReferencesReviewsResources

Hsu-Robbins and Spitzer's theorems for the variations of fractional Brownian motion

Ciprian Tudor

Published 2009-07-06Version 1

Using recent results on the behavior of multiple Wiener-It\^o integrals based on Stein's method, we prove Hsu-Robbins and Spitzer's theorems for sequences of correlated random variables related to the increments of the fractional Brownian motion.

Comments: To appear in "Electronic Communications in Probability"
Categories: math.PR
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