대한수학회지 (Journal of the Korean Mathematical Society)

  • 제42권5호
  • /
  • Pages.959-973
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  • 2005
  • /
  • 0304-9914(pISSN)
  • /
  • 2234-3008(eISSN)
대한수학회 (Korean Mathematical Society)
권호 표지
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STRASSEN'S FUNCTIONAL LIL FOR d-DIMENSIONAL SELF-SIMILAR GAUSSIAN PROCESS IN HOLDER NORM

  • HWANG, KYO-SHIN (Research Institute of Natural Science Goengsang National University) ;
  • LIN, ZHENGYAN (Department of Mathmaitics Zhejiang University)
  • 발행 : 2005.09.01
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⟨ 이전 논문 다음 논문 ⟩

초록

In this paper, based on large deviation probabilities on Gaussian random vectors, we obtain Strassen's functional LIL for d-dimensional self-similar Gaussian process in Holder norm via estimating large deviation probabilities for d-dimensional self-similar Gaussian process in Holder norm.

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참고문헌

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피인용 문헌

  1. Functional Limit Theorems for d–dimensional FBM in Hölder Norm vol.22, pp.6, 2006, https://doi.org/10.1007/s10114-005-0744-9
  2. Functional limit theorems for the increments of d-dimensional Gaussian processes in a Hölder type norm vol.54, pp.5, 2007, https://doi.org/10.1016/j.camwa.2006.12.033