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

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

2009-07-06

arxiv.org/abs/0907.1116v1

Mathematics

Probability

To appear in "Electronic Communications in Probability"

Scientific paper

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.

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