Extensions of functional LIL w.r.t. (\(r, p\))-capacities on Wiener space (Q876998): Difference between revisions
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Property / author: Narayanaswamy Balakrishnan / rank | |||
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Property / author: Narayanaswamy Balakrishnan / rank | |||
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Property / MaRDI profile type: MaRDI publication profile / rank | |||
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Property / full work available at URL: https://doi.org/10.1016/j.spl.2006.09.001 / rank | |||
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Property / OpenAlex ID: W2053217688 / rank | |||
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Property / cites work: Large deviations and the Strassen theorem in Hölder norm / rank | |||
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Property / cites work: Q4012539 / rank | |||
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Property / cites work: Q4692653 / rank | |||
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Property / cites work: A large deviation principle for \((r,p)\)-capacities on the Wiener space / rank | |||
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Latest revision as of 17:46, 25 June 2024
scientific article
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English | Extensions of functional LIL w.r.t. (\(r, p\))-capacities on Wiener space |
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Extensions of functional LIL w.r.t. (\(r, p\))-capacities on Wiener space (English)
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19 April 2007
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Let \(\{w_t,t\geq 0\}\) be a \(d\)-dimensional Brownian motion and \(\xi_t(t)=\xi_t w(s)=w(ts)/\sqrt{2t\text{LL}t}\), \(0\leq s\leq 1\), where LL\(t=\log\log t\). Let \(\gamma:{\mathbb R}_+\to{\mathbb R}\) be such that \(\gamma(t)\to\infty\) as \(t\to\infty\). Under suitable conditions on \(\gamma\), the authors generalize functional law of the iterated logarithm (LIL) of Chung type to capacity \(C_{r,p}\), that the limit set of \(\gamma(t)\xi_t(\cdot)\) as \(t\to\infty\) exists and is determined in a Hölderian topology or uniform topology w.r.t. capacity \(C_{r,p}\),-q.e. on Wiener space. A functional LIL of Strassen type in Hölder norm w.r.t. \(C_{r,p}\) is also derived.
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\((r
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p)\)-Capacities on Wiener space
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functional law of the iterated logarithm
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