Abstract

LetR α be a rotation on the circle by an irrational angle α. LetB(t) be a Brownian motion (for instance). Then (Lacey (1990), (1991)) there is anf ∈L 2 so that $$m^{ - 1/2} (f + ... + f o R_\alpha ^{[m1] - 1} )\mathop \Rightarrow \limits^d B(t)$$ In this note, we show thatf can be taken to be continuous, and give a sharp estimate on the modulus of continuity off, in terms of number-theoretic properties of α. The same result is given for self-similar processes other than the Brownian motion.

Full Text
Paper version not known

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.