Random Fractals Generated by Oscillations of Processes with Stationary and Independent Increments

Author:

Deheuvels Paul,Mason David M.

Publisher

Birkhäuser Boston

Reference14 articles.

1. Beirlant, J. Deheuvels, P., Einmahl, J.H.J., and Mason, D.M. (1991). Bahadur-Kiefer theorems for uniform spacings processes. Teoria Veroianost. i Primienienia 36 724–743.

2. Csörgő, M. and Révész, P. (1979). How big are the increments of a Wiener process? Ann. Probab. 7 731–737.

3. Deheuvels, P. and Mason, D.M. (1994). On the fractal nature of empirical increments. Ann. Probab. To appear.

4. Deheuvels, P. and Devroye, L. (1987). Limit laws of the Erdös-Rényi-Shepp type. Ann. Probab. 15 1363–1386.

5. Doob, J.L. (1953). Stochastic Processes, Wiley, New York.

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1. Random fractals generated by a local Gaussian process indexed by a class of functions;ESAIM: Probability and Statistics;2011

2. Random fractals generated by oscillations of the uniform empirical process;Statistics & Probability Letters;2000-11

3. Fractales aléatoires de type Chung pour les accroissements du processus de Wiener;Comptes Rendus de l'Académie des Sciences - Series I - Mathematics;1998-05

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