{"entities":{"Q1591957":{"pageid":1602697,"ns":120,"title":"Item:Q1591957","lastrevid":71375964,"modified":"2026-04-13T21:52:07Z","type":"item","id":"Q1591957","labels":{"en":{"language":"en","value":"How big are the lag increments of a Gaussian process?"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 1550665"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1591957$5F03A999-BB9A-4166-BB77-A5DD6A8311C2","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"0be167023f656834bc307a33c108cb90a7bb006e","datavalue":{"value":{"text":"How big are the lag increments of a Gaussian process?","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q1591957$53376DBD-9E78-4329-B57A-E4C51A5747A5","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"1ff9cde428f51cb026120be442f77e73bc64bdd8","datavalue":{"value":"0962.60012","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1591957$46AABCBC-5777-4E9E-B992-63D69224FDE7","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"4a63c4623343e5ae18f0c3e85a22524c38d46f8a","datavalue":{"value":"10.1016/S0898-1221(00)85002-6","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1591957$586577BB-6302-4577-BC97-A61A62BF78D2","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"821776895b8ae7b21a7c293e945d21240df81371","datavalue":{"value":{"time":"+2001-01-14T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q1591957$0B78525F-7189-40AE-85B0-7F9C21BECE04","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"c1c9a694e7fb724ac3efd1332c4f90410dd03d7b","datavalue":{"value":"Since 1983 several results on the limit behaviour of increments of Wiener processes have been investigated which may be called ``LIL (law of the iterated logarithm) generalizations''. The authors of this paper have chosen the following result of \\textit{G. Chen}, \\textit{F. Kong} and \\textit{Z. Lin} [Ann. Probab. 14, 1252-1261 (1986; Zbl 0613.60027)] to generalize further: Let \\(\\{W(t), 0\\leq t\\leq \\infty\\}\\) be a Wiener process and \\(W(s, t)= W(s)- W(s- t)\\), \\(s\\geq t\\geq 0\\). Then almost surely  \\[ \\limsup_{T\\to\\infty} \\sup_{0\\leq t\\leq T} D^{-1}|W(T,t)|= 1, \\]   \\[ \\lim_{T\\to\\infty} \\sup_{0\\leq t\\leq T} \\sup_{0\\leq s\\leq t} D^{-1}|W(T, s)|= 1,\\quad \\lim_{T\\to \\infty} \\sup_{0\\leq t\\leq T} \\sup_{t\\leq s\\leq T} D^{-1}|W(s, t)|= 1, \\]  where \\(D= D(T, t)= \\{2t(\\log(T/t)+ \\log\\log t)\\}^{1/2}\\), \\(\\log t= \\ln(t\\vee 1)\\).   There are two main results in the paper which extend this statement to the general form of an almost surely continuous, centered Gaussian process \\(X(t)\\) with stationary increments \\(E(X(t)- X(s))^2= \\sigma(|t-s|)\\), where \\(\\sigma(\\cdot)\\) is some special nondecreasing function, generalizing the case of a Wiener process (when \\(\\sigma(t)= \\sqrt t\\)). The first one is very similar to that mentioned above, because one has only to substitute \\(W\\) by \\(X\\) and \\(t\\) by \\(\\sigma^2(t)\\) (we mean \\(D\\) by \\(d= d(T, t)= \\{2\\sigma^2(t)(\\log(T/t)+ \\log\\log t)\\}^{1/2}\\)). These two results are established in some conditions on \\(\\sigma^2(t)\\) (concavity, twice-differentiability, and so on) and use the technique of estimating upper bounds of large deviation probabilities on suprema of the Gaussian process.","type":"string"},"datatype":"string"},"type":"statement","id":"Q1591957$53D462C1-E819-434D-970F-103C7A8CD4E5","rank":"normal"}],"P1447":[{"mainsnak":{"snaktype":"value","property":"P1447","hash":"4e9de9f10deee1322c1429e74770443e798635bf","datavalue":{"value":{"entity-type":"item","numeric-id":586018,"id":"Q586018"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1591957$315B3D2B-A0F9-459A-9579-F671305C5A59","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"f69528cea35ad35a0f81b1419c5bdc2905d27952","datavalue":{"value":"60F10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1591957$8F10BAC5-F1FC-4E40-8B28-DEF39C5203EE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"f49dd74e6cfeea81a6a51567255e1c4853afd305","datavalue":{"value":"60F15","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1591957$742A025C-8E7C-4401-9BBC-9C2E34D5E40C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"4b978504a5c4d5430fb07dd32ac0a7eb03b398b9","datavalue":{"value":"60G15","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1591957$CA60F4FE-7DE7-4616-8D97-028CFB814204","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"cc66e66e5c665a2da1f42e99c4566b5a540e1efa","datavalue":{"value":"1550665","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1591957$0D613577-6736-47A7-9E68-73C39587A6C7","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"98b45f9328df8fbae5bb90d7b3373f83fea72515","datavalue":{"value":{"entity-type":"item","numeric-id":390038,"id":"Q390038"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1591957$A8308F04-8101-4131-BA59-34F4C89CD628","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"052d1f792cb480656f16dec3cd42e0047572424f","datavalue":{"value":{"entity-type":"item","numeric-id":390039,"id":"Q390039"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1591957$747C34F6-D3D0-455F-9D19-7919666A8B1A","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1591957$76228312-E704-4676-AEBE-48A52E897535","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"3196e495e7e1124527615d2367746b78d0f49ef9","datavalue":{"value":{"entity-type":"item","numeric-id":1819458,"id":"Q1819458"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1591957$6CC30098-2B99-4952-A5FF-04F8A3083A7E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"cb29490ebf26357a2ab3656db96b14f12bbde2c4","datavalue":{"value":{"entity-type":"item","numeric-id":1054360,"id":"Q1054360"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1591957$549C8180-4DEB-489F-AF1F-C333219CFE73","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"98ed64c164a47fba9f8c04476f3ecbb96595dda2","datavalue":{"value":{"entity-type":"item","numeric-id":3810644,"id":"Q3810644"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1591957$39C7E3CC-A398-4B54-8AE5-9079FFD85BFA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"8fd6349c9b298b57fdaa422e360d8f9c347b1b4a","datavalue":{"value":{"entity-type":"item","numeric-id":1825512,"id":"Q1825512"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1591957$A98E54BF-33B4-4174-97C7-E9A0F0205BEB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"b18ebfbb56168b84f5650190e8a5c1d8ae9b57aa","datavalue":{"value":{"entity-type":"item","numeric-id":1309140,"id":"Q1309140"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1591957$608A9CD1-6DCF-4BE6-BE4D-6D485060EB54","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"2bffcb9698a4f5e077390535f4b12def7534dd54","datavalue":{"value":{"entity-type":"item","numeric-id":2277661,"id":"Q2277661"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1591957$55A7B750-BE5F-41F1-97A1-189A779B0E9C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"6a45a337a6a75eb74e42afe232dfacd17d0181f3","datavalue":{"value":{"entity-type":"item","numeric-id":4771928,"id":"Q4771928"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1591957$00DEFD32-4DBC-4EFD-BF22-C12262EAE3B0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"f330e887e05886177322f00ec4faa97ee0d4612f","datavalue":{"value":{"entity-type":"item","numeric-id":4164110,"id":"Q4164110"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1591957$7DBA993D-6369-4A72-8987-B733D1D8D651","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"c585d2784a13240499321d15b261f12a0f69fcc8","datavalue":{"value":{"entity-type":"item","numeric-id":797900,"id":"Q797900"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1591957$CACED4F7-9F9C-4438-B4B6-76C7361EE913","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"2766ac47e587cff0e89c2260ade94791ef752b6e","datavalue":{"value":{"entity-type":"item","numeric-id":757977,"id":"Q757977"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1591957$92BB8ABC-F431-4913-BE01-4A8EAE58C0CE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"c6bbf7bec919d458227ffcf253b12d3064b92916","datavalue":{"value":{"entity-type":"item","numeric-id":3326516,"id":"Q3326516"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1591957$1397A13E-53CF-480E-BF29-BE92BB2FB83B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"0d8bf34283432fae81103b4651d17adebf9f3f97","datavalue":{"value":{"entity-type":"item","numeric-id":1180170,"id":"Q1180170"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1591957$176ECBE1-76F9-4FD9-94E2-98383864005A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"c527d124aa3f6e78d26d4b245baabc3727efb52a","datavalue":{"value":{"entity-type":"item","numeric-id":1054063,"id":"Q1054063"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1591957$7A7FA6FC-FC2F-4C4A-8188-FA71A6157AEE","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"0e9ed3e51c3484e82f86be7626d1a368aa48dbfd","datavalue":{"value":"https://doi.org/10.1016/s0898-1221(00)85002-6","type":"string"},"datatype":"url"},"type":"statement","id":"Q1591957$69FA16FB-6B32-47D2-BF8A-EC4F8CF126E7","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"cdf14760ceed73be1c5e26891310309b1ef33fce","datavalue":{"value":"W2039700216","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1591957$08A1691A-B30B-4FE5-9A29-1E40C5EBC8E0","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"293935db3834ff8b5d542ae1771b7c6cb66baa38","datavalue":{"value":{"entity-type":"item","numeric-id":85551,"id":"Q85551"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1591957$E011E07D-2559-41AB-9538-7C6395678540","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"e118c526113ec1558aee520a0e4cb85701e87f5f","datavalue":{"value":{"entity-type":"item","numeric-id":2706516,"id":"Q2706516"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"b281b7018fef6cd4ebc14a694f210d9c0272a789","datavalue":{"value":{"amount":"+0.9165284037590028","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1591957$0947DFF6-1AE3-4560-8430-CFB432476E3C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"41480cb463f8846eb14d9e69aa231e03663c158a","datavalue":{"value":{"entity-type":"item","numeric-id":1312912,"id":"Q1312912"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"97d595d0393e4c81fb1bde97757f6d597c7933ee","datavalue":{"value":{"amount":"+0.9157434105873108","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1591957$3F7712F3-B384-4EC9-9416-EF5BE297818F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"04ca3a3c2a90bc31c8b6f7afecfacf729cfef555","datavalue":{"value":{"entity-type":"item","numeric-id":797900,"id":"Q797900"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"7c0d3e1fd448f23bfec7c883a201660666a31643","datavalue":{"value":{"amount":"+0.8777737617492676","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1591957$AB4038E0-C4AF-4D74-B263-B10EBFD9707F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"613421b0b28f774a73a8acd533cf8517cae57c14","datavalue":{"value":{"entity-type":"item","numeric-id":3198623,"id":"Q3198623"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"fdf712e68d22b2b6e38dbe8d19a8cd2748f9f5e2","datavalue":{"value":{"amount":"+0.8752021789550781","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1591957$1953BCB6-B01B-4366-B07E-A9669AA0144E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"5d626eeb82c691deca917b32f45fbebb6ba14742","datavalue":{"value":{"entity-type":"item","numeric-id":1373977,"id":"Q1373977"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"f315a47827d158379880190c02606ac2470e9b48","datavalue":{"value":{"amount":"+0.873807430267334","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1591957$34B60691-C0D2-406A-98D3-070D96B3C188","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"How big are the lag increments of a Gaussian process?","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/How_big_are_the_lag_increments_of_a_Gaussian_process%3F"}}}}}