• Title/Summary/Keyword: large de­viation probability

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STRASSEN'S FUNCTIONAL LIL FOR d-DIMENSIONAL SELF-SIMILAR GAUSSIAN PROCESS IN HOLDER NORM

  • HWANG, KYO-SHIN;LIN, ZHENGYAN
    • Journal of the Korean Mathematical Society
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    • v.42 no.5
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    • pp.959-973
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    • 2005
  • In this paper, based on large deviation probabilities on Gaussian random vectors, we obtain Strassen's functional LIL for d-dimensional self-similar Gaussian process in Holder norm via estimating large deviation probabilities for d-dimensional self-similar Gaussian process in Holder norm.