Reproducing kernel Hilbert spaces and the law of the iterated logarithm for Gaussian processes

DOI10.1007/BF00533181zbMath0272.60024MaRDI QIDQ5180154

Tze Leung Lai

Publication date: 1974

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

Mathematics Subject Classification ID

Gaussian processes (60G15) Strong limit theorems (60F15)

Related Items (26)

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Cites Work

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• Gaussian processes, moving averages and quick detection problems
• On the extreme values of Gaussian processes
• An invariance principle for the law of the iterated logarithm
• On the deviations in the Skorokhod-Strassen approximation scheme
• An intrinsic time for non-stationary finite markov chains
• On Strassen's version of the law of the iterated logarithm for Gaussian processes
• A Bound for the Distribution of the Maximum of Continuous Gaussian Processes
• Skorohod embedding of multivariate RV's, and the sample DF
• Theory of Reproducing Kernels

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