Functional limit theorems for the increments of <mml:math altimg="si1.gif" display="inline" overflow="scroll" xmlns:xocs="http://www.elsevier.com/xml/xocs/dtd" xmlns:xs="http://www.w3.org/2001/XMLSchema" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xmlns="http://www.elsevier.com/xml/ja/dtd" xmlns:ja="http://www.elsevier.com/xml/ja/dtd" xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:tb="http://www.elsevier.com/xml/common/table/dtd" xmlns:sb="http://www.elsevier.com/xml/common/struct-bib/dtd" xmlns:ce="http://www.elsevier.com/xml/common/dtd" xmlns:xlink="http://www.w3.org/1999/xlink" xmlns:cals="http://www.elsevier.com/xml/common/cals/dtd"><mml:mi>d</mml:mi></mml:math>-dimensional Gaussian processes in a Hölder type norm-Reference-Cited by-同舟云学术

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Functional limit theorems for the increments of d-dimensional Gaussian processes in a Hölder type norm

Published:2007-09 Issue:5 Volume:54 Page:651-663
ISSN:0898-1221
Container-title:Computers & Mathematics with Applications
language:en
Short-container-title:Computers & Mathematics with Applications

Author:

Hwang Kyo-Shin,Lee Sungchul

Publisher

Elsevier BV

Subject

Computational Mathematics,Computational Theory and Mathematics,Modeling and Simulation

Reference22 articles.

1. A unification of Strassen’s law and Lévy modulus of continuity;Mueller;Z. Wahrsch. verw. Gebiete.,1981

2. A functional modulus of continuity for a Wiener process;Chen;Statist. Probab. Lett.,2001

3. A generalization of Strassen’s functional law of iterated logarithm;Révész;Z. Wahrsch. verw. Gebiete.,1979

4. Rates of clustering for some Gaussian self-similar processes;Goodman;Probab. Theory Related Fields,1991

5. Lim inf results for Gaussian samples and Chung’s functional LIL;Kuelbs;Ann. Probab.,1994

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