KMS Of Academy of mathematics and systems sciences, CAS
Functional limit theorems for the increments of Gaussian samples | |
Wang, WS | |
2005-04-01 | |
Source Publication | JOURNAL OF THEORETICAL PROBABILITY
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ISSN | 0894-9840 |
Volume | 18Issue:2Pages:327-343 |
Abstract | Functional 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. |
Keyword | Gaussian samples fractional Bowman motion stationary increment |
DOI | 10.1007/s10959-005-3505-x |
Language | 英语 |
WOS Research Area | Mathematics |
WOS Subject | Statistics & Probability |
WOS ID | WOS:000232034300004 |
Publisher | SPRINGER/PLENUM PUBLISHERS |
Citation statistics | |
Document Type | 期刊论文 |
Identifier | http://ir.amss.ac.cn/handle/2S8OKBNM/2007 |
Collection | 中国科学院数学与系统科学研究院 |
Corresponding Author | Wang, WS |
Affiliation | 1.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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