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 Oct 16 comment Gaussian Process / fractional Brownian motion Can you please tell me, why the argumentation of the nonzero variance leads to the assertion? Oct 16 asked Gaussian Process / fractional Brownian motion Aug 11 awarded Tumbleweed Jan 14 comment Fractional Brownian motion as integral, mean zero Is there nobody who can help? Jan 10 revised Portmanteau Theorem? edit assertion Jan 10 comment Portmanteau Theorem? I don't understand it well. So you said if I define $\mathbb{P}_n:=\delta_n$, then the assertion with the compact set is true, otherwise not? Jan 10 comment Portmanteau Theorem? Yes, I meant replacing "closed" with "compact" in this theorem. Maybe I should also mention that $\mathbb{P},\mathbb{P}_1,\mathbb{P}_2,\dotsc$ are probability measures on $(\mathbb{R},\mathcal{B}(\mathbb{R})$. Jan 10 asked Portmanteau Theorem? Jan 10 asked Fractional Brownian motion as integral, mean zero Dec 18 revised Applying Ergodic Theorem on fractional Brownian motion added 185 characters in body Dec 18 asked Applying Ergodic Theorem on fractional Brownian motion Dec 13 revised Hölder Continuity of Fractional Brownian Motion edit question Dec 13 suggested approved edit on Hölder Continuity of Fractional Brownian Motion Dec 13 revised Hölder Continuity of Fractional Brownian Motion edit question Dec 13 suggested approved edit on Hölder Continuity of Fractional Brownian Motion Dec 10 revised Fractional Brownian motion, selfsimilar edited title Dec 10 comment Fractional Brownian motion, selfsimilar @Sasha Thanks for the explanation. Dec 10 asked Fractional Brownian motion, selfsimilar Dec 10 revised Integral representation of fractional Brownian motion deleted 54 characters in body; edited title Dec 10 revised Integral representation of fractional Brownian motion edited title