Abstract
In this paper we consider the antiderivative of the product of a fractional random process and a periodic function. We establish that the rescaled process constructed in this way converges to a Brownian motion whose variance depends on the frequency of the periodic function and the Hurst parameter. We also prove that for two different frequencies the limits are independent. Finally, we discuss applications to wave propagation in random media.
AMS Classification: 60F17, 60G10, 60G15
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Marty, R., Sølna, K. (2012). Asymptotic Behavior of Oscillatory Fractional Processes. In: Donati-Martin, C., Lejay, A., Rouault, A. (eds) Séminaire de Probabilités XLIV. Lecture Notes in Mathematics(), vol 2046. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-27461-9_12
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DOI: https://doi.org/10.1007/978-3-642-27461-9_12
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