Small values of Gaussian processes and functional laws of the iterated logarithm
- Cite this article as:
- Monrad, D. & Rootzén, H. Probab. Th. Rel. Fields (1995) 101: 173. doi:10.1007/BF01375823
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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.