It is well known that for standard Brownian motion {B(t),t≥0} with values in Rd its convex hull V(t)=conv{B(s),s≤t} with probability 1 contains 0 as an interior point for each t0 (see Evans, 1985). The aim of this note is to state the analogous property for d-dimensional fractional Brownian...

Each [alpha]-stable distribution can be approximated either by an [alpha]-stable distribution with a discrete Poisson spectrum or by a sum of i.i.d. random vectors. Here we give results on the accuracy that can be achieved under both these ways of approximation. They are purely theoretical and...