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Weak convergence to Rosenblatt sheet

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Abstract

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.

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Authors and Affiliations

  1. Department of Mathematics, Anhui Normal University, Wuhu, 241000, China

    Guangjun Shen, Xiuwei Yin & Dongjin Zhu

Authors
  1. Guangjun Shen
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  2. Xiuwei Yin
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  3. Dongjin Zhu
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Correspondence to Guangjun Shen.

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Shen, G., Yin, X. & Zhu, D. Weak convergence to Rosenblatt sheet. Front. Math. China 10, 985–1004 (2015). https://doi.org/10.1007/s11464-015-0458-y

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  • DOI: https://doi.org/10.1007/s11464-015-0458-y

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