On the large increments of fractional Brownian motion

DOI10.1016/S0167-7152(98)00140-0zbMath0919.60045MaRDI QIDQ1273005

Charles El-Nouty

Publication date: 31 August 1999

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

fractional Brownian motionlaw of the iterated logarithmSlépian's lemma

Mathematics Subject Classification ID

Gaussian processes (60G15) Strong limit theorems (60F15) Brownian motion (60J65)

Related Items (1)

Strong invariance principles for ergodic Markov processes

Uses Software

• longmemo

Cites Work

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• On the size of the increments of nonstationary Gaussian processes
• Rates of clustering for some Gaussian self-similar processes
• Upper classes for the increments of fractional Wiener processes
• How big are the increments of a Wiener process?
• Small values of Gaussian processes and functional laws of the iterated logarithm
• Small ball probabilities for Gaussian processes with stationary increments under Hölder norms
• Lim inf results for Gaussian samples and Chung's functional LIL
• Lower classes for fractional Brownian motion
• [https://portal.mardi4nfdi.de/wiki/Publication:4150921 On large intervals in the Cs�rg?-R�v�sz theorem on increments of a Wiener process]

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