{
  "id": "2302.05141",
  "version": "v1",
  "published": "2023-02-10T09:47:12.000Z",
  "updated": "2023-02-10T09:47:12.000Z",
  "title": "Limit theorem and LIL for some additive functionals associated to fBm and Riemann-Liouiville process",
  "authors": [
    "Mohamed Ait Ouahra",
    "Abderrahim Aslimani",
    "Mhamed Eddahbi",
    "Mohamed Mellouk"
  ],
  "categories": [
    "math.PR"
  ],
  "abstract": "In this paper, we first establish a strong approximation version for the first order limit theorem of some additive functionals related to two non-Markovian Gaussian processes: the fractional Brownian motion (fBm) and the Riemann-Liouville process. As application, we give the law of iterated logarithm of the same additive functionals associated to this two processes",
  "revisions": [
    {
      "version": "v1",
      "updated": "2023-02-10T09:47:12.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60F15",
      "60G22",
      "60J55"
    ],
    "keywords": [
      "additive functionals",
      "riemann-liouiville process",
      "first order limit theorem",
      "non-markovian gaussian processes",
      "strong approximation version"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable"
    }
  }
}