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|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|
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