On the fractal nature of increments of the infinite series of OU processes related to the Chung LIL

DOI10.1007/s11766-998-0043-1zbMath0908.60022OpenAlexW70806964MaRDI QIDQ1129816

Zhang, Lixin

Publication date: 9 March 1999

Published in: Applied Mathematics. Series B (English Edition) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11766-998-0043-1

zbMATH Keywords

Wiener processHausdorff dimensionOrnstein-Uhlenbeck process

Mathematics Subject Classification ID

Gaussian processes (60G15) Strong limit theorems (60F15)

Related Items (1)

Increments and sample path properties of Gaussian processes

Cites Work

• The small ball problem for the Brownian sheet
• Small values of Gaussian processes and functional laws of the iterated logarithm
• Small ball probabilities for Gaussian processes with stationary increments under Hölder norms
• On the fractal nature of empirical increments
• Small ball probabilities of Gaussian fields
• On the fractal nature of increments of \(l_p\)-valued Gaussian processes
• The measure theory of random fractals
• How Often on a Brownian Path Does the Law of Iterated Logarithm Fail?
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