A HANSON-RUSSO-TYPE LAW OF THE ITERATED LOGARITHM FOR FRACTIONAL BROWNIAN-MOTION

被引：4
|
作者：
ELNOUTY, C [1 ]
机构：
[1] UNIV PARIS 06,L S T A,PARIS,FRANCE
来源：
STATISTICS & PROBABILITY LETTERS | 1993年 / 17卷 / 01期
关键词：
FRACTIONAL BROWNIAN MOTION; LAW OF THE ITERATED LOGARITHM; REPRODUCING KERNEL HILBERT SPACE;
D O I：
10.1016/0167-7152(93)90190-T
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：
Let B(H)(t) be a fractional Brownian motion with index 0 < H < 1. We investigate the set L of almost sure limit points of the sequence of functions beta(n)(B(H)(n + tg(n))- B(H)(n)), where g(n) and beta(n) are suitably chosen functions of n and 0 less-than-or-equal-to t less-than-or-equal-to 1. Our results give a version of the Hanson-Russo law of the iterated logarithm for general fractional Brownian motions.
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页码：27 / 34
页数：8
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