Abstract
We derive a functional central limit theorem for quasi-Gaussian processes. In particular, we prove that the limit of the Mandelbrot–Weierstrass process is a complex fractional Brownian motion.
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Szulga, J., Molz, F. The Weierstrass–Mandelbrot Process Revisited. Journal of Statistical Physics 104, 1317–1348 (2001). https://doi.org/10.1023/A:1010422315759
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DOI: https://doi.org/10.1023/A:1010422315759