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
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
Journal title :
Stochastic Processes and their Applications
