Abstract
We prove almost sure invariance principles for logarithmic averages of fractional Brownian motions.
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Berkes, I., Horváth, L. Limit Theorems for Logarithmic Averages of Fractional Brownian Motions. Journal of Theoretical Probability 12, 985–1009 (1999). https://doi.org/10.1023/A:1021641020103
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DOI: https://doi.org/10.1023/A:1021641020103