• 대한수학회지
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• 제36권3호
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• pp.509-525
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• 1999

In this paper we obtain sharp upper and lower bounds of samll ball and large deviation probabilities for the increments of Gaussian processes with stationary increments, whose results are essential to establish Chung type laws of iteratted logarithm.

• 대한수학회보
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• 제35권2호
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• pp.209-225
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• 1998

In this paper we obtain sharp upper and lower bounds of small ball oprobabilities for Gaussian processes with stationary increments, whose results are essential to estabilish Chung type laws of iterated logarithm.

• 대한수학회지
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• 제32권4호
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• pp.739-751
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• 1995

Let ${X(t) : 0 \leq t < \infty}$ be an almost surely continuous Gaussian process with X(0) = 0, E{X(t)} = 0 and stationary increments $E{X(t) - X(s)}^2 = \sigma^2($\mid$t - s$\mid$)$, where $\sigma(y)$ is a function of $y \geq 0(e.g., if {X(t);0 \leq t < \infty}$ is a standard Wiener process, then $\sigma(t) = \sqrt{t})$. Assume that $\sigma(t), t > 0$, is a nondecreasing continuous, regularly varying function at infinity with exponent $\gamma$ for some $0 < \gamma < 1$.