We study the problem of the approximation in law of the Rosenblatt sheet. We prove the convergence in law of two families of process to the Rosenblatt sheet： the first one is constructed from a Poisson process in the...We study the problem of the approximation in law of the Rosenblatt sheet. We prove the convergence in law of two families of process to the Rosenblatt sheet： the first one is constructed from a Poisson process in the plane and the second one is based on random walks.展开更多
基金The authors would like to thank the anonymous referees whose remarks and suggestions greatly improved the presentation of the paper. The authors would also like to thank Professor Yimin Xiao, Michigan State University, USA, for stimulating discussion. Guangjun Shen was supported in part by the National Natural Science Foundation of China （Grant No. 11271020） Dongjin Zhu was supported in part by the Key Natural Science Foundation of the Anhui Educational Committee （KJ2012ZD01） and the Philosophy and Social Science Planning Foundation of Anhui Province （AHSKll-12D~28）.
文摘We study the problem of the approximation in law of the Rosenblatt sheet. We prove the convergence in law of two families of process to the Rosenblatt sheet： the first one is constructed from a Poisson process in the plane and the second one is based on random walks.
