Title of article :
Berry–Esséen bounds and almost sure CLT for the quadratic variation of the sub-fractional Brownian motion
Author/Authors :
Tudor، نويسنده , , Constantin، نويسنده ,
Issue Information :
دوهفته نامه با شماره پیاپی سال 2011
Pages :
10
From page :
667
To page :
676
Abstract :
In this paper, we derive explicit bounds for the Kolmogorov distance in the CLT and we prove the almost sure CLT for the quadratic variation of the sub-fractional Brownian motion. We use recent results on the Stein method combined with the Malliavin calculus and an almost sure CLT for multiple integrals.
Keywords :
Almost sure central limit theorem , Fractional Brownian motion , Kolmogorov distance , Malliavin Calculus , Sub-fractional Brownian motion , Stein method , Quadratic variation
Journal title :
Journal of Mathematical Analysis and Applications
Serial Year :
2011
Journal title :
Journal of Mathematical Analysis and Applications
Record number :
1561549
Link To Document :
بازگشت