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Limit Theorems for Logarithmic Averages of Fractional Brownian Motions

✍ Scribed by István Berkes; Lajos Horváth


Book ID
110409794
Publisher
Springer US
Year
1999
Tongue
English
Weight
568 KB
Volume
12
Category
Article
ISSN
0894-9840

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Limit Theorems for Logarithmic Averages
✍ István Berkes; Lajos Horváth 📂 Article 📅 1998 🏛 John Wiley and Sons 🌐 English ⚖ 386 KB 👁 2 views

We prove the strong law of large numbers for logarithmic averages of random vectors. We also obtain a strong approximation for logarithmic averages. for a large class of functions a if d = 1. Earlier results are due to [IS] and [12] when a(t) = I { t 5 0). For extensions of (1.3) we refer to [17],