Functional limit theorems for the increments of Gaussian samples
From MaRDI portal
Publication:1780927
DOI10.1007/s10959-005-3505-xzbMath1069.60037MaRDI QIDQ1780927
Publication date: 14 June 2005
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10959-005-3505-x
60F17: Functional limit theorems; invariance principles
Related Items
Functional limit theorems for \(d\)-dimensional FBM in Hölder norm, Functional limit theorems for the increments of \(d\)-dimensional Gaussian processes in a Hölder type norm, The fractal nature of the functional law of logarithm of fractional Brownian motions
Cites Work
- On a functional limit result for increments of a fractional Brownian motion
- On the size of the increments of nonstationary Gaussian processes
- Rates of clustering for some Gaussian self-similar processes
- A strong convergence theorem for Banach space valued random variables
- Small values of Gaussian processes and functional laws of the iterated logarithm
- Small deviations in the functional central limit theorem with applications to functional laws of the iterated logarithm
- Lim inf results for Gaussian samples and Chung's functional LIL
- [https://portal.mardi4nfdi.de/wiki/Publication:3914144 A unification of Strassen's law and L�vy's modulus of continuity]
- A generalization of Strassen's functional law of iterated logarithm
- A functional modulus of continuity for a Wiener process
