논문KCI 등재
Chung-type law of the iterated logarithm of l^∞-valued Gaussian processes
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In this paper, by estimating small ball probabilities of l^∞-valued Gaussian processes, we investigate Chung-type law of the iterated logarithm of l^∞-valued Gaussian processes. As an application, the Chung-type law of the iterated logarithm of l^∞-valued fractional Brownian motion is established.
Abstract
In this paper, by estimating small ball probabilities of l^∞-valued Gaussian processes, we investigate Chung-type law of the iterated logarithm of l^∞-valued Gaussian processes. As an application, the Chung-type law of the iterated logarithm of l^∞-valued fractional Brownian motion is established.
참고문헌 (14)
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- M. Ledoux, "Probability in Banach Space" (1991), Springer-Verlag
- Z. Lin, "On large increments of l∞-valued Gaussian processes, In: Asym. Methods in Probab. and Statist.", The Proceeding Volume of ICAMPS’97 (1998), Elsevier Scence B. V.
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- G. Samorodnitsky, "Stable non-Gaussian Random Processes: Stochastic Models with infinite variance" (1994), Chapman & Hall
- Q.-M. Shao, "Small ball probabilities of Gaussian fields, Probab", Theory Related Fields, 102(4), pp.511~517 (1995)
- W. Wang, "Chung-type law of the iterated logarithm on lp-valued Gaussian processes", Acta Math. Sin., 22(21), pp.551~560 (2006)
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