Some more results on increments of the Wiener process

DOI10.1214/AOP/1176993449MaRDI QIDQ1055086zbMATH OpenOpenAlexFDO

Authors D. L. Hanson, Ralph P. Russo

Publication date 1983

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aop/1176993449

zbMATH Keywords

law of iterated logarithmdelayed sumsincrements of a Wiener processlog sums

Mathematics Subject Classification ID

Gaussian processes (60G15) Brownian motion (60J65) Strong limit theorems (60F15) Sample path properties (60G17)

Cited in

(6)

• Asymptotics for increments of stopped renewal processes
• Invariance principles for renewal processes when only moments of low order exist
• Some limit results for lag sums of independent, non-i.i.d., random variables
• SOME LIMIT THEOREMS ON THE INCREMENTS OF A MULTI-PARAMETER FRACTIONAL BROWNIAN MOTION
• On the future infima of some transient processes
• A Hanson-Russo-type law of the iterated logarithm for fractional Brownian motion

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