Some liminf results on increments of fractional Brownian motion

DOI10.1007/BF00052111zbMath0855.60040OpenAlexW2017456802MaRDI QIDQ1917188

Zhang, Lixin

Publication date: 11 September 1996

Published in: Acta Mathematica Hungarica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00052111

zbMATH Keywords

fractional Brownian motionGaussian processliminf result

Mathematics Subject Classification ID

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

Related Items (6)

Increments and sample path properties of Gaussian processes ⋮ Extremes of Shepp statistics for fractional Brownian motion ⋮ SOME LIMIT THEOREMS ON THE INCREMENTS OF A MULTI-PARAMETER FRACTIONAL BROWNIAN MOTION ⋮ Strassen-type Laws of Iterated Logarithm for a Fractional Brownian Sheet ⋮ A note on lim infs for increments of a fractional Brownian motion ⋮ On large increments of a two-parameter fractional Wiener process

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• On Certain Inequalities for Normal Distributions and their Applications to Simultaneous Confidence Bounds
• On Multivariate Normal Probabilities of Rectangles: Their Dependence on Correlations
• Asymptotic Properties of Gaussian Processes

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