Small values of Gaussian processes and functional laws of the iterated logarithm

1995 
We estimate small ball probabilities for locally nondeterministic Gaussian processes with stationary increments, a class of processes that includes the fractional Brownian motions. These estimates are used to prove Chung type laws of the iterated logarithm.
    • Correction
    • Source
    • Cite
    • Save
    • Machine Reading By IdeaReader
    21
    References
    111
    Citations
    NaN
    KQI
    []