{
  "id": "2002.06263",
  "version": "v1",
  "published": "2020-02-14T21:56:11.000Z",
  "updated": "2020-02-14T21:56:11.000Z",
  "title": "Weak convergence to the fractional Brownian sheet from a Lévy sheet",
  "authors": [
    "Xavier Bardina",
    "Carles Rovira"
  ],
  "categories": [
    "math.PR"
  ],
  "abstract": "In this paper, we show an approximation in law, in the space of the continuous functions on $[0,1]^2$, of two-parameter Gaussian processes that can be represented as a Wiener type integral by processes constructed from processes that converge to the Brownian sheet. As an application, we obtain a sequence of processes constructed from a L\\'evy sheet that converges in law towards the fractional Brownian sheet.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2020-02-14T21:56:11.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60G15",
      "60F05"
    ],
    "keywords": [
      "fractional brownian sheet",
      "lévy sheet",
      "weak convergence",
      "wiener type integral",
      "two-parameter gaussian processes"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable"
    }
  }
}