Summary
We estimate small ball probabilities for locally nondeterministic Gaussian processes with stationary increments, a class of processes that includes the fractional Brownian motions. These estimates are used to prove Chung type laws of the iterated logarithm.
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Research supported by the United States Air Force office of Scientific Research, Contract No. 91-0030
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Monrad, D., Rootzén, H. Small values of Gaussian processes and functional laws of the iterated logarithm. Probab. Th. Rel. Fields 101, 173–192 (1995). https://doi.org/10.1007/BF01375823
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DOI: https://doi.org/10.1007/BF01375823