Probability Theory and Related Fields

, Volume 101, Issue 2, pp 173–192

Small values of Gaussian processes and functional laws of the iterated logarithm

Authors

  • Ditlev Monrad
    • Department of StatisticsUniversity of Illinois
    • Center for Stochastic ProcessesUniversity of North Carolina at Chapel Hill
  • Holger Rootzén
    • Department of MathematicsChalmers University
    • Center for Stochastic ProcessesUniversity of North Carolina at Chapel Hill
Article

DOI: 10.1007/BF01375823

Cite this article as:
Monrad, D. & Rootzén, H. Probab. Th. Rel. Fields (1995) 101: 173. doi:10.1007/BF01375823

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.

Mathematics Subject Classification (1991)

60F1560G1560G1760G18

Copyright information

© Springer-Verlag 1995