| Título: | Exact Convergence Rate for the Maximum of Standardized Gaussian Increments |
| Autores: |
Kabluchko, Zakhar; Goettingen University Munk, Axel; Goettingen University |
| Fecha: | 2008-01-01 |
| Publicador: | Electronic communications in probability |
| Fuente: |
 |
| Tipo: |
Peer-reviewed Article |
| Tema: |
standardized increments, gaussian random walk, multiscale statistic, L'evy's continuity modulus, integral test, almost sure limit theorem 60F15 |
| Descripción: | We prove an almost sure limit theorem on the exact convergence rate of the maximum of standardized gaussian random walk increments. This gives a more precise version of Shao's theorem ( Shao, Q.-M., 1995. On a conjecture of Révész. Proc. Amer. Math. Soc. 123, 575-582 ) in the gaussian case. |
| Idioma: | No aplica |
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