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20042011
most citedConcentration around the mean for maxima of empirical processes

207 citations

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Showing 2006 · math.PRShow all

2 papers · 2 filters

math.PR2006★ 14 cited

Invariance principle, multifractional Gaussian processes and long-range dependence

Serge Cohen, Renaud Marty

This paper is devoted to establish an invariance principle where the limit process is a multifractional Gaussian process with a multifractional function which takes its values in $…

math.PR2006★ 5 cited

Self-similarity and fractional Brownian motions on Lie groups

F. Baudoin, L. Coutin

The goal of this paper is to define and study a notion of fractional Brownian motion on a Lie group. We define it as at the solution of a stochastic differential equation driven by…