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- Titel:
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.
- 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