Second order limit laws for occupation times of the fractional Brownian motion
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🧮 math.PR
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brownianfractionallawslimitmotionordersecondadditive
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We prove second order limit laws for (additive) functionals of the $d$-dimensional fractional Brownian motion with Hurst index $H=\frac{1}{d}$, using the method of moments, extending the Kallianpur-Robbins law.
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