Upper classes for the increments of fractional Wiener processes

DOI10.1007/BF01794429zbMath0631.60043OpenAlexW1974070414MaRDI QIDQ1094749

B. George

Publication date: 1988

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

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

zbMATH Keywords

asymptotic behaviourGaussian process with stationary incrementsfractional Wiener processincrement processes

Mathematics Subject Classification ID

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

Related Items (7)

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

Cites Work

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• An Asymptotic Property of Gaussian Processes. I
• Asymptotic Properties of Gaussian Processes
• Limit Theorems for the Maximum Term in Stationary Sequences
• A REDUCTION FORMULA FOR NORMAL MULTIVARIATE INTEGRALS

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