On the lower classes of some mixed fractional Gaussian processes with two logarithmic factors
type: Item
instance of: scholarly article
title: On the lower classes of some mixed fractional Gaussian processes with two logarithmic factors
zbMATH Open document ID: 1145.60020
DOI: 10.1155/2008/160303
author: Charles El-Nouty
published in: Journal of Applied Mathematics and Stochastic Analysis
publication date: 2008-08-20T00:00:00Z
full work available at URL: https://eudml.org/doc/54507
review text: Summary: We introduce the fractional mixed fractional Brownian sheet and investigate the small ball behavior of its sup-norm statistic by establishing a general result on the small ball probability of the sum of two not necessarily independent joint Gaussian random vectors. Then, we state general conditions and characterize the sufficiency part of the lower classes of some statistics of the above process by an integral test. Finally, when we consider the sup-norm statistic, the necessity part is given by a second integral test.
Mathematics Subject Classification ID: 60G15
zbMATH DE Number: 5314237
MaRDI profile type: Publication
OpenAlex ID: W2052261207
Wikidata QID: Q58645891
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description: scientific article; zbMATH DE number 5314237