Small deviations in the functional central limit theorem with applications to functional laws of the iterated logarithm
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Publication:1836216
DOI10.1214/AOP/1176993661zbMATH Open0504.60033OpenAlexW2028153248MaRDI QIDQ1836216FDOQ1836216
Authors: Alejandro D. de Acosta
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/1176993661
Cited In (45)
- Small ball estimates for Brownian motion and the Brownian sheet
- Small deviations and Chung's law of iterated logarithm for a hypoelliptic Brownian motion on the Heisenberg group
- An application of the Gaussian correlation inequality to the small deviations for a Kolmogorov diffusion
- The rate of convergence in the functional limit theorem for increments of a Brownian motion
- Some exact equivalents for Brownian motion in Hölder norm
- Module d'oscillation fonctionnel de quelques processus réels. (Functional oscillation modulus of some real random processes)
- Small ball probabilities for Gaussian processes with stationary increments under Hölder norms
- Rates of clustering in Strassen's LIL for partial sum processes
- Brownian motion and parabolic Anderson model in a renormalized Poisson potential
- Small values of Gaussian processes and functional laws of the iterated logarithm
- Some remarks on a question of Strassen
- Limit theorems for moving averages of independent random vectors
- Small deviations for the Poisson process
- Small deviations for the Poisson process
- Moderate deviations and functional limits for random processes with stationary and independent increments
- A functional LIL for \(d\)-dimensional stable processes; invariance for Lévy- and other weakly convergent processes
- Small time Chung's law of the iterated logarithm for increments of a Brownian motion
- Local functional limit theorems of increments for Brownian motion
- Functional limit theorems for the increments of \(d\)-dimensional Gaussian processes in a Hölder type norm
- Exact rates of convergence of functional limit theorems for Csörgő-Révész increments of a Wiener process.
- Lower bound in regression for functional data by representation of small ball probabilities
- Functional limit theorems for \(d\)-dimensional FBM in Hölder norm
- A functional LIL for symmetric stable processes.
- An almost sure functional limit theorem at zero for a class of Lévy processes normed by the square root function, and applications
- Intermediate spaces, Gaussian probabilities and exponential tightness
- Functional limit theorems for the increments of Gaussian samples
- Inner rates of coverage of Strassen type sets by increments of the uniform empirical and quantile processes
- Small ball probabilities for a centered Poisson process of high intensity
- On the other LIL for variables without finite variance
- Chung's law for homogeneous Brownian functionals
- Donsker's invariance principle under the sub-linear expectation with an application to Chung's law of the iterated logarithm
- Functional Chung laws for small increments of the empirical process and a lowerbound in the strong invariance principle
- A lim inf result in Strassen's law of the iterated logarithm
- Small ball probabilities for a Wiener process under weighted sup-norms, with an application to the supremum of Bessel local times
- On the functional form of L�vy's modulus of continuity for Brownian motion
- Rates of convergence for increments of Brownian motion
- Moderate and small deviations for the ranges of one-dimensional random walks
- Characterizations of infinite dimensional Gaussian shift experiments
- A connection between Strassen's and Donsker-Varadhan's laws of the iterated logarithm
- Quenched Small Deviation for the Trajectory of a Random Walk with Random Environment in Time
- A generalization of the Chung-Mogul'skii law of the iterated logarithm
- Some singular sample path properties of a multiparameter fractional Brownian motion
- Chung's law for additive functionals of positive recurrent Markov chains
- Quadratic functionals and small ball probabilities for the \(m\)-fold integrated Brownian motion
- The Gaussian measure of shifted balls
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