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STRASSEN`S FUNCTIONAL LIL FOR d-DIMENSIONAL SELF-SIMILAR GAUSSIAN PROCESS IN HOLDER NORM
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 Title & Authors
STRASSEN`S FUNCTIONAL LIL FOR d-DIMENSIONAL SELF-SIMILAR GAUSSIAN PROCESS IN HOLDER NORM
HWANG, KYO-SHIN; LIN, ZHENGYAN;
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 Abstract
In this paper, based on large deviation probabilities on Gaussian random vectors, we obtain Strassen`s functional LIL for d-dimensional self-similar Gaussian process in Holder norm via estimating large deviation probabilities for d-dimensional self-similar Gaussian process in Holder norm.
 Keywords
d-dimensional Gaussian process;Holder norm;large de­viation probability;self-similar;Strassen`s functional law of iterated logarithm;
 Language
English
 Cited by
1.
Functional Limit Theorems for d–dimensional FBM in Hölder Norm, Acta Mathematica Sinica, English Series, 2006, 22, 6, 1767  crossref(new windwow)
2.
Functional limit theorems for the increments of d-dimensional Gaussian processes in a Hölder type norm, Computers & Mathematics with Applications, 2007, 54, 5, 651  crossref(new windwow)
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