Article ID Journal Published Year Pages File Type
1157070 Stochastic Processes and their Applications 2007 14 Pages PDF
Abstract
We study and answer the question posed in the title. The answer is derived from some new necessary and sufficient conditions for equivalence of Gaussian processes with stationary increments and recent frequency domain results for the fBm. The result shows in particular precisely in which cases the local almost sure behaviour of a linear combination of independent fBm's is the same as that of a multiple of a single fBm.
Related Topics
Physical Sciences and Engineering Mathematics Mathematics (General)
Authors
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