ISSN:
1572-9230
Keywords:
Gaussian processes
;
small ball probabilities
;
the law of the iterated logarithm
Source:
Springer Online Journal Archives 1860-2000
Topics:
Mathematics
Notes:
Abstract Small 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.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/BF02212884
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