4,781 research outputs found

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

    Full text link
    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.Comment: To appear in "Electronic Communications in Probability

    Linear independence of time frequency translates for special configurations

    Full text link
    We prove that for any 4 points in the plane that belong to 2 parallel lines, there is no linear dependence between the associated time-frequency translates of any nontrivial Schwartz function. If mild Diophantine properties are satisfied, we also prove linear independence in the category of L2(R)L^2(\R) functions.Comment: Inaccuracies in Section 3 have been correcte
    corecore