A Weak Convergence to Rosenblatt Process
摘要
A special approximation to Rosenblatt process with the finite-time interval representation was obtained. The construction of approximation family was based on the Poisson process. The proof to the approximation was divided into two aspects. Firstly, the approximation family was tight using the methods given by Billingsley; secondly, the finite-dimension distributions of approximation family converged weakly to the Rosenblatt process by proving the convergence of the corresponding characteristic functions.
引用本文（GB/T 7714）
Xichao Sun. A Weak Convergence to Rosenblatt Process[J]. 东华大学学报：英文版, 2012.
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