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http://dx.doi.org/10.4134/JKMS.2009.46.2.347

CHUNG-TYPE LAW OF THE ITERATED LOGARITHM OF l∞-VALUED GAUSSIAN PROCESSES  

Choi, Yong-Kab (DEPARTMENT OF MATHEMATICS GYEONGSANG NATIONAL UNIVERSITY)
Lin, Zhenyan (DEPARTMENT OF MATHEMATICS ZHEJIANG UNIVERSITY)
Wang, Wensheng (DEPARTMENT OF STATISTICS EAST CHINA NORMAL UNIVERSITY, DEPARTMENT OF MATHEMATICS HANGZHOU NORMAL UNIVERSITY)
Publication Information
Journal of the Korean Mathematical Society / v.46, no.2, 2009 , pp. 347-361 More about this Journal
Abstract
In this paper, by estimating small ball probabilities of $l^{\infty}$-valued Gaussian processes, we investigate Chung-type law of the iterated logarithm of $l^{\infty}$-valued Gaussian processes. As an application, the Chung-type law of the iterated logarithm of $l^{\infty}$-valued fractional Brownian motion is established.
Keywords
small ball probability; Gaussian process; law of the iterated logarithm;
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