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arxiv: 0907.1116 · v1 · submitted 2009-07-06 · 🧮 math.PR

Hsu-Robbins and Spitzer's theorems for the variations of fractional Brownian motion

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keywords brownianfractionalhsu-robbinsmotionspitzertheoremsbehaviorcorrelated
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Using recent results on the behavior of multiple Wiener-It\^o integrals based on Stein's method, we prove Hsu-Robbins and Spitzer's theorems for sequences of correlated random variables related to the increments of the fractional Brownian motion.

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