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Document type:
Zeitschriftenaufsatz 
Author(s):
Kevei, P. and Mason, D. M. 
Title:
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. 
Keywords:
coupling inequality; fractional Brownian motion; strong approximation; time dependent empirical process. 
Dewey Decimal Classification:
510 Mathematik 
Journal title:
Journal of Theoretical Probability 
Year:
2017 
Journal volume:
30 
Year / month:
2017-09 
Quarter:
1. Quartal 
Month:
Sep 
Journal issue:
Pages contribution:
729–770 
Reviewed:
ja 
Language:
en 
Publisher:
Springer 
Print-ISSN:
0894-9840 
E-ISSN:
1572-9230 
Status:
Verlagsversion / published 
TUM Institution:
Lehrstuhl für Mathematische Statistik 
Format:
Text