Couplings and strong approximations to time dependent empirical processes based on i.i.d. fractional Brownian Motions

Dokumenttyp:: Zeitschriftenaufsatz
Autor(en):: Kevei, P. and Mason, D. M.
Titel:: Couplings and strong approximations to time dependent empirical processes based on i.i.d. fractional Brownian Motions
Abstract:: We define a time dependent empirical process based on n i.i.d. fractional Brownian motions and establish Gaussian couplings and strong approximations to it by Gaussian processes. They lead to functional laws of the iterated logarithm for this process.
Stichworte:: coupling inequality; fractional Brownian motion; strong approximation; time dependent empirical process.
Dewey Dezimalklassifikation:: 510 Mathematik
Zeitschriftentitel:: Journal of Theoretical Probability
Jahr:: 2017
Band / Volume:: 30
Jahr / Monat:: 2017-09
Quartal:: 1. Quartal
Monat:: Sep
Heft / Issue:: 3
Seitenangaben Beitrag:: 729–770
Reviewed:: ja
Sprache:: en
Volltext / DOI:: doi:10.1007/s10959-016-0676-6
WWW:: Journal of Theoretical Probability
Verlag / Institution:: Springer
Print-ISSN:: 0894-9840
E-ISSN:: 1572-9230
Status:: Verlagsversion / published
TUM Einrichtung:: Lehrstuhl für Mathematische Statistik
Format:: Text
BibTeX

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