Rates of convergence for increments of Brownian motion
From MaRDI portal
DOI10.1007/BF01076287zbMATH Open0651.60039OpenAlexW2079584111MaRDI QIDQ1106540FDOQ1106540
Authors: J. Kuelb, Victor W. Goodman 
Publication date: 1988
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf01076287
Recommendations
Gaussian measureStrassen's law of the iterated logarithmlower tail distributionmoving averages of Brownian motions
Cites Work
- Regularly varying functions
- On the lower tail of Gaussian seminorms
- An invariance principle for the law of the iterated logarithm
- Title not available (Why is that?)
- Title not available (Why is that?)
- Some results on the LIL in Banach space with applications to weighted empirical processes
- Characteristics of normal samples
- On the tail behavior of sums of independent random variables
- Small deviations in the functional central limit theorem with applications to functional laws of the iterated logarithm
- A strong convergence theorem for Banach space valued random variables
- Limit theorems for moving averages of independent random vectors
- On the speed of convergence in Strassen's law of the iterated logarithm
- The Law of the Iterated Logarithm for Brownian Motion in a Banach Space
- On the functional form of L�vy's modulus of continuity for Brownian motion
- Sur l’intégrabilité des vecteurs gaussiens
Cited In (13)
- Rate of convergence in the functional law of the iterated logarithm with non-standard normalizing factors
- On the sample paths of diagonal Brownian motions on the infinite dimensional torus
- Convex-invariant means and a pathwise central limit theorem
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Rates of clustering for some Gaussian self-similar processes
- Rate of convergence of uniform transport processes to a Brownian sheet
- Instants of small amplitude of Brownian motion and application to the Kubilius model
- Convergence rates for the full Brownian rough paths with applications to limit theorems for stochastic flows
- The rate of quasi sure convergence in the functional limit theorem for increments of a Brownian motion
- Rates of clustering in Strassen's LIL for Brownian motion
- Rate of strong convergence to Markov-modulated Brownian motion
This page was built for publication: Rates of convergence for increments of Brownian motion
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1106540)
