Title of article
On tail probability of local times of Gaussian processes
Author/Authors
Kasahara، نويسنده , , Y. and Kono، نويسنده , , N. and Ogawa، نويسنده , , T.، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 1999
Pages
7
From page
15
To page
21
Abstract
We study the tail probability of the local time at the origin of Gaussian processes with stationary increments. The order of infinitesimal is obtained.
Keywords
Local time , Tauberian theorem , Occupation times , Fractional Brownian motion , Moments , Gaussian processes , Tail probability
Journal title
Stochastic Processes and their Applications
Serial Year
1999
Journal title
Stochastic Processes and their Applications
Record number
1576457
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