How to cite item

White and colored Gaussian noises as limits of sums of random dilations and translations of a single function

   
@article{ECP1650,
	author = {Gustaf Gripenberg},
	title = {White and colored Gaussian noises as   limits of  sums of random    dilations and translations of a single function},
	journal = {Electron. Commun. Probab.},
	fjournal = {Electronic Communications in Probability},
	volume = {16},
	year = {2011},
	keywords = {white noise; colored noise; Brownian motion; fractional   Brownian motion;     convergence; dilation; translation},
	abstract = {It is shown that a stochastic process obtained by taking random sums  of dilations and translations of a given function converges to  Gaussian white noise if a dilation parameter grows to infinity and  that it converges to Gaussian colored noise if a scaling parameter  for the translations grows to infinity.  In particular, the question  of when one obtains fractional Brownian motion by integrating this  colored noise is studied.},
	pages = {no. 45, 507-516},
	issn = {1083-589X},
	doi = {10.1214/ECP.v16-1650},    
        url = {http://ecp.ejpecp.org/article/view/1650}}