On tail probability of local times of Gaussian processes

DOI10.1016/S0304-4149(99)00011-3zbMath0997.60037OpenAlexW2012240275MaRDI QIDQ1613602

T. Ogawa, Norio Kono, Yuji Kasahara

Publication date: 29 August 2002

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0304-4149(99)00011-3

zbMATH Keywords

tail probabilityGaussian processeslocal timeTauberian theorems

Mathematics Subject Classification ID

Gaussian processes (60G15) Large deviations (60F10)

Related Items (6)

The exact Hausdorff measure of the zero set of fractional Brownian motion ⋮ Properties of local-nondeterminism of Gaussian and stable random fields and their applications ⋮ Sample path properties of bifractional Brownian motion ⋮ On the probability distribution of the local times of diagonally operator-self-similar Gaussian fields with stationary increments ⋮ Smoothness of Gaussian local times beyond the local nondeterminism ⋮ Hölder properties of local times for fractional Brownian motions

Cites Work

• Local nondeterminism and local times for stable processes
• Tauberian theorems of exponential type
• Local times and related sample path properties of certain self-similar processes
• On moduli of continuity for local times of Gaussian processes
• Local Times and Sample Function Properties of Stationary Gaussian Processes
• Regularly varying functions
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