Upper classes for the increments of fractional Wiener processes

DOI10.1007/BF01794429MaRDI QIDQ1094749zbMATH OpenOpenAlexFDO

Authors B. George

Publication date 1988

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf01794429

zbMATH Keywords

asymptotic behaviourfractional Wiener processincrement processesGaussian process with stationary increments

Mathematics Subject Classification ID

Gaussian processes (60G15) Limit theorems in probability theory (60F99)

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Cites work

• scientific article; zbMATH DE number 3369516 (Why is no real title available?)
• A REDUCTION FORMULA FOR NORMAL MULTIVARIATE INTEGRALS
• An Asymptotic Property of Gaussian Processes. I
• An asymptotic bound for the tail of the distribution of the maximum of a Gaussian process
• Asymptotic Properties of Gaussian Processes
• Asymptotic Properties of Gaussian Random Fields
• How big are the increments of a Wiener process?
• Limit Theorems for the Maximum Term in Stationary Sequences
• On the increments of Wiener and related processes
• On the increments of the Wiener process
• On the size of the increments of nonstationary Gaussian processes
• The maximum of a Gaussian process with nonconstant variance

Cited in

(8)

• On Weak Convergence in Dynamical Systems to Self-Similar Processes with Spectral Representation
• On the large increments of fractional Brownian motion
• On upper class of increments of fractional Brownian motion
• Some limit theorems for fractional Lévy Brownian fields
• Propagation of singularities for the stochastic wave equation
• A Hanson-Russo-type law of the iterated logarithm for fractional Brownian motion
• Upper classes for the increments of the fractional Wiener process
• Asymptotic behaviors for the increments of Gaussian random fields

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