Small values of Gaussian processes and functional laws of the iterated logarithm |
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| Authors: | Ditlev Monrad Holger Rootzén |
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| Institution: | (1) Department of Statistics, University of Illinois, 725 South Wright Street, 61820 Champaign, IL, USA;(2) Department of Mathematics, Chalmers University, S-41296 Goteborg, Sweden;(3) Center for Stochastic Processes, University of North Carolina at Chapel Hill, 27599 Chapel Hill, NC, USA |
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| Abstract: | Summary We estimate small ball probabilities for locally nondeterministic Gaussian processes with stationary increments, a class of processes that includes the fractional Brownian motions. These estimates are used to prove Chung type laws of the iterated logarithm.Research supported by the United States Air Force office of Scientific Research, Contract No. 91-0030 |
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| Keywords: | 60F15 60G15 60G17 60G18 |
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