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Please use this identifier to cite or link to this item: https://doi.org/10.1007/BF02212884
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dc.titleSmall ball probabilities for Gaussian processes with stationary increments under Hölder norms
dc.contributor.authorKuelbs, J.
dc.contributor.authorLi, W.V.
dc.contributor.authorShao, Q.-m.
dc.date.accessioned2014-10-28T02:45:37Z
dc.date.available2014-10-28T02:45:37Z
dc.date.issued1995-04
dc.identifier.citationKuelbs, 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
dc.identifier.issn08949840
dc.identifier.urihttp://scholarbank.nus.edu.sg/handle/10635/104133
dc.description.abstractSmall 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.
dc.description.urihttp://libproxy1.nus.edu.sg/login?url=http://dx.doi.org/10.1007/BF02212884
dc.sourceScopus
dc.subjectGaussian processes
dc.subjectsmall ball probabilities
dc.subjectthe law of the iterated logarithm
dc.typeArticle
dc.contributor.departmentMATHEMATICS
dc.description.doi10.1007/BF02212884
dc.description.sourcetitleJournal of Theoretical Probability
dc.description.volume8
dc.description.issue2
dc.description.page361-386
dc.identifier.isiutA1995TW05800006
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