Functional limit theorems for the increments of Gaussian samples

DOI10.1007/s10959-005-3505-xzbMath1069.60037OpenAlexW2001281289MaRDI QIDQ1780927

Niranjan Chakravarthy

Publication date: 14 June 2005

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10959-005-3505-x

zbMATH Keywords

self-similarstationary incrementfractonal Brownian motionGaussian samples

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17)

Related Items (6)

Functional limit theorems for \(d\)-dimensional FBM in Hölder norm ⋮ Chung's functional law of the iterated logarithm for increments of a fractional Brownian motion ⋮ The fractal nature of the functional law of logarithm of fractional Brownian motions ⋮ Quasi sure Strassen's law of the iterated logarithm for increments of FBM in Hölder norm ⋮ Functional limit theorems for the increments of \(d\)-dimensional Gaussian processes in a Hölder type norm ⋮ Isolated singularities in the heat equation behaving like fractional Brownian motions

Cites Work

• On a functional limit result for increments of a fractional Brownian motion
• On the size of the increments of nonstationary Gaussian processes
• Rates of clustering for some Gaussian self-similar processes
• A strong convergence theorem for Banach space valued random variables
• Small values of Gaussian processes and functional laws of the iterated logarithm
• Small deviations in the functional central limit theorem with applications to functional laws of the iterated logarithm
• Lim inf results for Gaussian samples and Chung's functional LIL
• [https://portal.mardi4nfdi.de/wiki/Publication:3914144 A unification of Strassen's law and L�vy's modulus of continuity]
• A generalization of Strassen's functional law of iterated logarithm
• A functional modulus of continuity for a Wiener process

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