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Functional limit theorems for the increments of Gaussian samples
Wang, WS
2005-04-01
Source PublicationJOURNAL OF THEORETICAL PROBABILITY
ISSN0894-9840
Volume18Issue:2Pages:327-343
AbstractFunctional limit theorems for increments of Gaussian samples are obtained. As consequences, functional modulus of continuity theorem and functional large increment theorem of a fractional Brownian motion are established in this paper.
KeywordGaussian samples fractional Bowman motion stationary increment
DOI10.1007/s10959-005-3505-x
Language英语
WOS Research AreaMathematics
WOS SubjectStatistics & Probability
WOS IDWOS:000232034300004
PublisherSPRINGER/PLENUM PUBLISHERS
Citation statistics
Document Type期刊论文
Identifierhttp://ir.amss.ac.cn/handle/2S8OKBNM/2007
Collection中国科学院数学与系统科学研究院
Corresponding AuthorWang, WS
Affiliation1.Hangzhou Teachers Coll, Dept Math, Hangzhou 310012, Peoples R China
2.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100080, Peoples R China
Recommended Citation
GB/T 7714
Wang, WS. Functional limit theorems for the increments of Gaussian samples[J]. JOURNAL OF THEORETICAL PROBABILITY,2005,18(2):327-343.
APA Wang, WS.(2005).Functional limit theorems for the increments of Gaussian samples.JOURNAL OF THEORETICAL PROBABILITY,18(2),327-343.
MLA Wang, WS."Functional limit theorems for the increments of Gaussian samples".JOURNAL OF THEORETICAL PROBABILITY 18.2(2005):327-343.
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