Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Donsker theorem for the Rosenblatt process and a binary market model   In this paper, we prove a Donsker type approximation theorem for the
Rosenblatt process, which is a selfsimilar stochastic process exhibiting long
range dependence. By using numerical results and simulated data, we show that
this approximation performs very well. We use this result to construct a binary
market model driven by this process and we show that the model admits arbitrage
opportunities.

6
The categories of this paper are: astro-ph
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The categories of this paper are: hep-th
16
The categories of this paper are: stat
21
The categories of this paper are: adap-org
24
The categories of this paper are: dg-ga
32
The categories of this paper are: atom-ph
28
The categories of this paper are: alg-geom
31
The categories of this paper are: ao-sci
13
The categories of this paper are: quant-ph
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The categories of this paper are: eess
30
The categories of this paper are: q-alg
34
The categories of this paper are: chem-ph
25
The categories of this paper are: patt-sol
33
The categories of this paper are: plasm-ph
3
The categories of this paper are: physics
9
The categories of this paper are: nlin