How small are the increments of a Wiener process?

DOI10.1016/0304-4149(78)90001-7zbMATH Open0387.60032OpenAlexW2006876086MaRDI QIDQ1250477FDOQ1250477

Authors: Miklós Csörgo, Pál Révész 

Publication date: 1978

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(78)90001-7

Mathematics Subject Classification ID

Gaussian processes (60G15) Sums of independent random variables; random walks (60G50) Brownian motion (60J65) Strong limit theorems (60F15) Sample path properties (60G17)

Cites Work

• On a new law of large numbers
• Small Deviations in a Space of Trajectories
• On the Maximum Partial Sums of Sequences of Independent Random Variables
• The other law of the iterated logarithm
• On the oscillation of the Brownian motion process
• A strong law for the maximum cumulative sum of independent random variables
• Regularity of irregularities on a Brownian path
• How big are the increments of a multi-parameter Wiener process?

Cited In (16)

• Strassen type limit points for moving averages of a wiener process
• The moduli of non-differentiability for Gaussian random fields with stationary increments
• Law of the iterated logarithm for the increments of stable subordinators
• The rate of convergence in the functional limit theorem for increments of a Brownian motion
• The Csörgö-Révész modulus of non-differentiability of iterated Brownian motion
• Some convergence problems about the increments of a wiener process
• Local functional limit theorems of increments for Brownian motion
• The Csörgő-Révész moduli of non-differentiability of fractional Brownian motion
• The multifractal nature of Volterra-Lévy processes
• How small are the increments of \(G\)-Brownian motion
• A new class of strongly consistent variance estimators for steady-state simulations
• Loi de type Chung en norme de Hölder pour les accroissements locaux du mouvement brownien. (Chung type law for increments of Brownian motion in Hölder norm)
• Inner rates of coverage of Strassen type sets by increments of the uniform empirical and quantile processes
• Asymptotic results for random processes
• On the functional form of L�vy's modulus of continuity for Brownian motion
• Limit laws for local times of the Brownian sheet

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