Some limit theorems for fractional Lévy Brownian fields

DOI10.1016/S0304-4149(99)00019-8MaRDI QIDQ1613614zbMATH OpenOpenAlexFDO

Authors Zhengyan Lin, Yong-Kab Choi

Publication date 29 August 2002

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0304-4149(99)00019-8

zbMATH Keywords

Gaussian processlimit superior and limit interiorfractional Lévy Brownian motion

Mathematics Subject Classification ID

Strong limit theorems (60F15) Sample path properties (60G17)

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• Laws of iterated logarithm of multiparameter Wiener processes
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• Sample functions of the \(N\)-parameter Wiener process
• Strong limit theorems
• Two different kinds of liminfs on the LIL for two-parameter Wiener processes
• Upper classes for the increments of fractional Wiener processes

Cited in

(19)

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• Sequential monitoring of the tail behavior of dependent data
• Two-parameter inequality of Garcia-Rodemich-Rumsey and its application to fractional Brownian fields
• scientific article; zbMATH DE number 812574 (Why is no real title available?)
• Local scaling limits of Lévy driven fractional random fields
• Risk forecasting in the context of time series
• A class of fractional Brownian fields from branching systems and their regularity properties
• SOME LIMIT THEOREMS ON THE INCREMENTS OF A MULTI-PARAMETER FRACTIONAL BROWNIAN MOTION
• Berry-Esseen type theorems and the uniform law of the iterated logarithm for LPQD processes
• scientific article; zbMATH DE number 7112806 (Why is no real title available?)
• Change point tests for the tail index of \(\beta\)-mixing random variables
• Some properties for two-parameter fractional Lévy-Wiener process
• Limit results on finite-dimensional Gaussian random fields
• A liminf result on two-parameter Gaussian process
• Measuring and comparing risks of different types
• Hausdorff dimension of set generated by exceptional oscillations of a class of \(N\)-parameter Gaussian processes
• Path properties of \(l^p\)-valued Gaussian random fields
• Moduli of continuity of a class of \(N\)-parameter Gaussian processes and their fast points

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