Upper and lower class separating sequences for Brownian motion with random argument

zbMATH Open1260.60049MaRDI QIDQ4915071FDOQ4915071

Authors: Christoph Aistleitner, Siegfried Hörmann 

Publication date: 16 April 2013

Full work available at URL: http://www.math.uni.wroc.pl/~pms/publicationsArticle.php?nr=31.2&nrA=2&ppB=183&ppE=202

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zbMATH Keywords

Brownian motionextreme valuesiterated Brownian motionupper-lower class test

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Brownian motion (60J65) Strong limit theorems (60F15)

Cited In (2)

• Strong laws for the k-th order statistic when k\(\leq c\,\log _ 2\,n\)
• Upper classes of the bifractional Brownian motion

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