A general form of the increments of a two-parameter Wiener process (Q1309140)

Let \(a_ T\) and \(b_ T\) be non-decreasing functions of \(T\geq 0\). Consider the domain \[ D_ T=\bigl\{(x,y):xy\leq T,\;0\leq x,y\leq b_ T\bigr\} \] and let \(L_ T\) be the set of rectangles being in \(D_ T\) and having an area less than or equal to \(a_ T\). The authors investigate the limit behaviour of \(w_ T=\sup_{R\in L_ T}W(R)\) where \(W\) is a Wiener sheet. In fact, with some regularity conditions on \(a_ T\) and \(b_ T\), they prove \(\lim_{T\to\infty}\gamma_ Tw_ T=1\) a.s. where \(\gamma_ T=\gamma_ T(a_ T,b_ T)\) is a suitable normalizing factor. The result is an improvement of a corresponding theorem of \textit{M. Csörgő} and \textit{P. Révész} [Z. Wahrscheinlichkeitstheorie Verw. Geb. 42, 1-12 (1978; Zbl 0356.60031)].