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Volumn 71, Issue 3, 1996, Pages 215-240

Some Liminf results on increments of fractional Brownian motion

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EID: 0030306839     PISSN: 02365294     EISSN: None     Source Type: Journal    
DOI: 10.1007/BF00052111     Document Type: Article
Times cited : (11)

References (15)
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    • Csáki, E.1    Révész, P.2
  • 3
    • 0011553234 scopus 로고
    • Some results on increments of Gaussian processes
    • Hong Shengyan, Some results on increments of Gaussian processes, Acta Mathematica Sinica, 11A (1990), 137-146.
    • (1990) Acta Mathematica Sinica , vol.11 A , pp. 137-146
    • Shengyan, H.1
  • 4
    • 0001259104 scopus 로고
    • On certain inequalities for normal distributions and their applications to simultaneous confidence bounds
    • C. G. Khatri, On certain inequalities for normal distributions and their applications to simultaneous confidence bounds, Acat Math. Stat., 38 (1967), 1853-1867.
    • (1967) Acat Math. Stat. , vol.38 , pp. 1853-1867
    • Khatri, C.G.1
  • 6
    • 0004127836 scopus 로고
    • Kluwer Academic Publishers Dordrecht-Beijing
    • Z. Y. Lin and C. R. Lu, Strong Limit Theorems, Kluwer Academic Publishers (Dordrecht-Beijing, 1992).
    • (1992) Strong Limit Theorems
    • Lin, Z.Y.1    Lu, C.R.2
  • 7
    • 21844523956 scopus 로고
    • Small values of gaussian processes and functional laws of the iterated logarithm
    • D. Monrad and H. Rootzén, Small values of Gaussian processes and functional laws of the iterated logarithm, Probab. Theory Rel. Fields, 101 (1995), 173-192.
    • (1995) Probab. Theory Rel. Fields , vol.101 , pp. 173-192
    • Monrad, D.1    Rootzén, H.2
  • 8
    • 0002273206 scopus 로고
    • On the size of the increments of non-stationary gaussian processes
    • J. Ortega, On the size of the increments of non-stationary Gaussian processes, Stochastic Processes Their Appl., 18 (1984), 47-56.
    • (1984) Stochastic Processes Their Appl. , vol.18 , pp. 47-56
    • Ortega, J.1
  • 9
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    • The one-sided barrier problem for Gaussian noise
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    • Slepian, D.1
  • 10
    • 0000937255 scopus 로고
    • A note on increments of a Wiener process
    • in Chinese
    • Q. M. Shao, A note on increments of a Wiener process, J. Math. Sinica, 6 (1986), 175-182 (in Chinese).
    • (1986) J. Math. Sinica , vol.6 , pp. 175-182
    • Shao, Q.M.1
  • 11
    • 0000461652 scopus 로고
    • A note on small probability of a gaussian process with stationary increments
    • Q. M. Shao, A note on small probability of a Gaussian process with stationary increments, J. Theor. Probab., 6 (1993), 595-602.
    • (1993) J. Theor. Probab. , vol.6 , pp. 595-602
    • Shao, Q.M.1
  • 12
    • 0011554110 scopus 로고
    • Asymptotic properties of gaussian processes
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  • 13
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    • On the increments of Wiener and related processes
    • P. Révész, On the increments of Wiener and related processes, Ann. Probab., 10 (1982), 613-622.
    • (1982) Ann. Probab. , vol.10 , pp. 613-622
    • Révész, P.1
  • 14
    • 0000586493 scopus 로고
    • On multivariate normal probabilities of rectangles: Their dependence on correlation
    • Z. Sidák, On multivariate normal probabilities of rectangles: their dependence on correlation, Ann. Math. Stat., 39 (1968), 1425-1434.
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    • Sidák, Z.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.