Chung's functional law of the iterated logarithm for the Brownian sheet (Q2689749)
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scientific article; zbMATH DE number 7662756
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| English | Chung's functional law of the iterated logarithm for the Brownian sheet |
scientific article; zbMATH DE number 7662756 |
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Chung's functional law of the iterated logarithm for the Brownian sheet (English)
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14 March 2023
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The authors study the law of iterated logarithm for standard Brownian sheet (also called Chentsov process). More precisely, they consider the approximation rate with respect to the supremum norm for the limit functions in the functional law of the iterated logarithm, similar to results by \textit{E. Csaki} [Z. Wahrscheinlichkeitstheor. Verw. Geb. 54 (1980; Zbl 0441.60027)] for standard Brownian motions (Wiener processes). In two theorems, lower and upper bounds for the limes inferior of the rescaled approximation are given, which are proven with the help of large deviation principles for Brownian sheets.
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law of the iterated logarithm
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Chentsov process
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0.8642140626907349
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0.8354367613792419
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0.8269150257110596
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0.8266938924789429
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