Functional limit theorems for multiparameter fractional Brownian motion (Q867069)

Let \(\xi(x)\), \(x\in B\), be a multiparameter fractional Brownian motion on the unit ball \(B\) of \(\mathbb{R}^N\), \(N\geq 1\), with Hurst parameter \(H\). Consider a cloud of normalized increments \[ \eta(x)= (2h(t))^{-1/2}u^{-H}(\xi(y+ ux) -\xi(y)), \] where \((y, u)\in\mathbb{R}^N\times\mathbb{R}_+\) runs over a suitable defined set \({\mathcal P}(t)\) while \(h(t)\) is increasing and satisfies some growth condition. It is proved that the set of \(P\)-a.s. limit points, as \(t\to\infty\), of the cloud \(\{\eta(x)\}\) being a subset of \(C(B)\) coincides with the unit ball of the reproducing kernel Hilbert space of \(\xi\). It is shown that local and global functional laws of the iterated logarithm as well as the functional Lévy modulus of continuity are particular cases of this general theorem.