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On the Lower Classes of Some Mixed Fractional Gaussian Processes with Two Logarithmic Factors
Author
Source
Journal of Applied Mathematics and Stochastic Analysis
Issue
Vol. 2008, Issue 2008 (31 Dec. 2008), pp.1-16, 16 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2008-03-17
Country of Publication
Egypt
No. of Pages
16
Main Subjects
Abstract EN
We introduce the fractional mixed fractional Brownian sheet and investigate the small ball behavior of its sup-norm statistic by establishing a general result on the small ball probability of the sum of two not necessarily independent joint Gaussian random vectors.
Then, we state general conditions and characterize the sufficiency part of the lower classes of some statistics of the above process by an integral test.
Finally, when we consider the sup-norm statistic, the necessity part is given by a second integral test.
American Psychological Association (APA)
El-Nouty, Charles. 2008. On the Lower Classes of Some Mixed Fractional Gaussian Processes with Two Logarithmic Factors. Journal of Applied Mathematics and Stochastic Analysis،Vol. 2008, no. 2008, pp.1-16.
https://search.emarefa.net/detail/BIM-450640
Modern Language Association (MLA)
El-Nouty, Charles. On the Lower Classes of Some Mixed Fractional Gaussian Processes with Two Logarithmic Factors. Journal of Applied Mathematics and Stochastic Analysis No. 2008 (2008), pp.1-16.
https://search.emarefa.net/detail/BIM-450640
American Medical Association (AMA)
El-Nouty, Charles. On the Lower Classes of Some Mixed Fractional Gaussian Processes with Two Logarithmic Factors. Journal of Applied Mathematics and Stochastic Analysis. 2008. Vol. 2008, no. 2008, pp.1-16.
https://search.emarefa.net/detail/BIM-450640
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-450640