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Couplings and Strong Approximations to Time Dependent Empirical Processes Based on I.I.D. Fractional Brownian Motions

Published 22 Aug 2013 in math.PR | (1308.4939v2)

Abstract: We define a time dependent empirical process based on $n$ i.i.d.~fractional Brownian motions and establish Gaussian couplings and strong approximations to it by Gaussian processes. They lead to functional laws of the iterated logarithm for this process.

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