✦ LIBER ✦

Exact Rates of Convergence of Functional Limit Theorems for Csörgő;-Révész Increments of a Wiener Process

✍ Scribed by Wen Sheng Wang

Book ID: 106277380
Publisher: Institute of Mathematics, Chinese Academy of Sciences and Chinese Mathematical Society
Year: 2002
Tongue: English
Weight: 178 KB
Volume: 18
Category: Article
ISSN: 1439-7617
DOI: 10.1007/s10114-002-0185-7

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

On large intervals in the Csörgő-Révész

On large intervals in the Csörgő-Révész theorem on increments of a Wiener process

✍ Stephen A. Book; Terence R. Shore 📂 Article 📅 1978 🏛 Springer 🌐 English ⚖ 436 KB

How big are the CsörgŐ-Révész increments

How big are the CsörgŐ-Révész increments of two-parameter Wiener processes?

✍ Wensheng Wang 📂 Article 📅 2004 🏛 SP Science China Press 🌐 English ⚖ 217 KB

How small are the increments of a Wiener

How small are the increments of a Wiener process?

✍ M. Csörgő; P. Révész 📂 Article 📅 1978 🏛 Elsevier Science 🌐 English ⚖ 868 KB

How big are the increments of a multi-pa

How big are the increments of a multi-parameter Wiener process?

✍ M. Csörgö; P. Révész 📂 Article 📅 1978 🏛 Springer 🌐 English ⚖ 445 KB

A functional modulus of continuity for a

A functional modulus of continuity for a Wiener process

✍ Bin Chen; Miklós Csörgő 📂 Article 📅 2001 🏛 Elsevier Science 🌐 English ⚖ 96 KB

In this paper, we ÿrst establish a large deviation for increments of a Wiener process. A functional modulus of continuity for a Wiener process is presented and proved using this large deviation.

Functional limit theorems for the increm

Functional limit theorems for the increments of -dimensional Gaussian processes in a Hölder type norm

✍ Kyo-Shin Hwang; Sungchul Lee 📂 Article 📅 2007 🏛 Elsevier Science 🌐 English ⚖ 276 KB