A strong convergence to the Rosenblatt process
Johanna Garzon, Soledad Torres, Ciprian Tudor (LPP)
TL;DR
This paper presents a strong approximation method for the Rosenblatt process using transport processes, including an analysis of the convergence rate, advancing the understanding of its probabilistic properties.
Contribution
It introduces a novel strong approximation technique for the Rosenblatt process with explicit convergence rate analysis.
Findings
Successful approximation of Rosenblatt process using transport processes
Quantitative rate of convergence established
Enhances understanding of Rosenblatt process properties
Abstract
We give a strong approximation of Rosenblatt process via transport processes and we give the rate of convergence.
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Taxonomy
TopicsSpectral Theory in Mathematical Physics · Advanced Mathematical Modeling in Engineering · Differential Equations and Numerical Methods