Local Rate of Convergence in the Functional Limit Theorem for Increments of a Fractional Brownian Motion

作     者：LIU Yonghong DING Ding ZHOU Xia 刘永宏;丁丁;周霞

作者机构：School of Mathematics and Computing ScienceGuangxi Colleges and Universities Key Laboratory of Data Analysis and ComputationGuilin University of Electronic TechnologyGuilinGuangxi541004P.R.China Center for Applied Mathematics of Guangxi(GUET)GuilinGuangxi541002P.R.China 

出 版 物：《数学进展》 (Advances in Mathematics(China))

年 卷 期：2025年第54卷第1期

页      面：197-211页

学科分类：02[经济学] 0202[经济学-应用经济学] 020208[经济学-统计学] 07[理学] 0714[理学-统计学（可授理学、经济学学位）] 070103[理学-概率论与数理统计] 0701[理学-数学] 

基　　金：Supported by NSFC(Nos.11661025,12161024) Natural Science Foundation of Guangxi(Nos.2020GXNSFAA159118,2021GXNSFAA196045) Guangxi Science and Technology Project(No.Guike AD20297006) Training Program for 1000 Young and Middle-aged Cadre Teachers in Universities of Guangxi National College Student's Innovation and Entrepreneurship Training Program(No.202110595049) 

主　　题：fractional Brownian motion increment local functional law of the iterated logarithm large deviation small deviation 

摘      要：In this paper,we present local functional law of the iterated logarithm for Cs?rg?-Révész type increments of fractional Brownian *** results obtained extend works of Gantert[***.,1993,21(2):1045-1049]and Monrad and Rootzén[*** Related Fields,1995,101(2):173-192].