On the law of the iterated logarithm for Gaussian processes (Q1900331)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the law of the iterated logarithm for Gaussian processes |
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On the law of the iterated logarithm for Gaussian processes (English)
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31 October 1995
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The author presents some optimal conditions for the compact law of the iterated logarithm (l.i.l.) of a sequence of jointly Gaussian processes in different situations. Local law of the iterated logarithm for Gaussian processes indexed by arbitrary indexed sets is discussed. The l.i.l. for self-similar Gaussian processes and for compositions of Gaussian processes is considered.
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law of the iterated logarithm
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Gaussian process
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