On tail probability of local times of Gaussian processes
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- Csörgo, Miklós & Lin, Zheng-Yan & Shao, Qi-Man, 1995. "On moduli of continuity for local times of Gaussian processes," Stochastic Processes and their Applications, Elsevier, vol. 58(1), pages 1-21, July.
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- Boufoussi, Brahim & Guerbaz, Raby, 2009. "Smoothness of Gaussian local times beyond the local nondeterminism," Stochastic Processes and their Applications, Elsevier, vol. 119(3), pages 1001-1014, March.
- D. Baraka & T. S. Mountford, 2011. "The Exact Hausdorff Measure of the Zero Set of Fractional Brownian Motion," Journal of Theoretical Probability, Springer, vol. 24(1), pages 271-293, March.
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Keywords
Gaussian processes Tail probability Local time Tauberian theorem Occupation times Fractional Brownian motion Moments;Statistics
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