Please use this identifier to cite or link to this item: https://doi.org/10.1007/BF02212884
Title: Small ball probabilities for Gaussian processes with stationary increments under Hölder norms
Authors: Kuelbs, J.
Li, W.V.
Shao, Q.-m. 
Keywords: Gaussian processes
small ball probabilities
the law of the iterated logarithm
Issue Date: Apr-1995
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
URI: http://scholarbank.nus.edu.sg/handle/10635/104133
ISSN: 08949840
DOI: 10.1007/BF02212884
Appears in Collections:Staff Publications

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