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This paper was completed at the Weizmann Institute of Science (Israel). It formed part of the author's Ph.D. dissertation at Columbia University under Professor Benoit Mandelbrot and Professor Burton Singer. The research was partially supported by IBM Research Center, the National Bureau of Economic Research, the National Science Foundation and by the Office of Naval Research under contract No. N00014-67-A-0108-0018 at Columbia University.
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Taqqu, M.S. Weak convergence to fractional brownian motion and to the rosenblatt process. Z. Wahrscheinlichkeitstheorie verw Gebiete 31, 287–302 (1975). https://doi.org/10.1007/BF00532868
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Keywords
- Stochastic Process
- Brownian Motion
- Probability Theory
- Mathematical Biology
- Weak Convergence