Please use this identifier to cite or link to this item:
|Title:||Small ball probabilities for Gaussian processes with stationary increments under Hölder norms|
small ball probabilities
the law of the iterated logarithm
|Citation:||Kuelbs, J., Li, W.V., Shao, Q.-m. (1995-04). Small ball probabilities for Gaussian processes with stationary increments under Hölder norms. Journal of Theoretical Probability 8 (2) : 361-386. ScholarBank@NUS Repository. https://doi.org/10.1007/BF02212884|
|Abstract:||Small ball probabilities are estimated for Gaussian processes with stationary increments when the small balls are given by various Hölder norms. As an application we establish results related to Chung's functional law of the iterated logarithm for fractional Brownian motion under Hölder norms. In particular, we identify the points approached slowest in the functional law of the iterated logarithm. © 1995 Plenum Publishing Corporation.|
|Source Title:||Journal of Theoretical Probability|
|Appears in Collections:||Staff Publications|
Show full item record
Files in This Item:
There are no files associated with this item.
checked on Jun 15, 2018
WEB OF SCIENCETM
checked on May 22, 2018
checked on May 18, 2018
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.