Limit theorems for logarithmic averages of fractional Brownian motions

DOI10.1023/A:1021641020103zbMath0964.60036OpenAlexW147213828MaRDI QIDQ1970313

István Berkes, Lajos Horváth

Publication date: 2 July 2001

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

Full work available at URL: https://doi.org/10.1023/a:1021641020103

zbMATH Keywords

Wiener processfractional Brownian motion\(\alpha\)-mixing

Mathematics Subject Classification ID

Brownian motion (60J65) Functional limit theorems; invariance principles (60F17)

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Almost sure limit theorems on Wiener chaos: the non-central case ⋮ Almost sure central limit theorems on the Wiener space ⋮ A tree approach to \(p\)-variation and to integration ⋮ On large deviations for some sequences of weighted means of Gaussian processes

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