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4 papers · 1 filter
Chung-type laws of the iterated logarithm for -fold weighted integrated fractional processes
Li-Xin Zhang
Let be a fractional Brownian motion of order , and be the -fold weighted integrals of defined as $$ J_{m,\bmα}(B_H)(t) =\int…
On the almost decrease of a subexponential density
Tao Jiang, Yuebao Wang, Zhaolei Cui
For a subexponential density, so far, there has been no positive conclusion or counter example to show whether it is almost decreasing. In this paper, a subexponential density supp…
Smoothness of Local Times and Self-Intersection Local Times of Gaussian Random Fields
Zhenlong Chen, Dongsheng Wu, Yimin Xiao
This paper is concerned with the smoothness (in the sense of Meyer-Watanabe) of the local times of Gaussian random fields. Sufficient and necessary conditions for the existence and…
Law of iterated logarithm for NA sequences with non-identical distributions
Guang-hui Cai, Hang Wu
Based on a law of the iterated logarithm for independent random variables sequences, an iterated logarithm theorem for NA sequences with non-identical distributions is obtained. Th…