Chung's Functional Law of the Iterated Logarithm for Increments of a Fractional Brownian Motion

被引：1

作者：

Liu, Yonghong ^{[1
]}

Mo, Yongxiang ^{[1
]}

机构：

[1] Guilin Univ Elect Technol, Sch Math & Comp Sci, Guilin 541004, Peoples R China

来源：

JOURNAL OF THEORETICAL PROBABILITY | 2019年 / 32卷 / 02期

基金：

中国国家自然科学基金;

关键词：

Fractional Brownian motion; Increments; Chung's functional law of the iterated logarithm;

D O I：

10.1007/s10959-018-0866-5

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In this paper, we present Chung's functional law of the iterated logarithm for increments of a fractional Brownian motion. The corresponding results in Gao and Wang (Stat Probab Lett 73:165-177, 2005), Monrad and Rootzen (Probab Theory Relat Fields 101:173-192, 1995) and Wang (J Theor Probab 18(2):327-343, 2005) are extended. The main tools in the proof are large deviations and small deviations for fractional Brownian motion.

引用

页码：721 / 736

页数：16

共 5 条

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[J]. JOURNAL OF THEORETICAL PROBABILITY, 2005, 18 (02) : 327 - 343

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