Lim inf results for Gaussian samples and Chung's functional LIL
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Publication:1904486
DOI10.1214/aop/1176988488zbMath0849.60022OpenAlexW2041640202MaRDI QIDQ1904486
Wenbo V. Li, Michel Talagrand, James Kuelbs
Publication date: 29 October 1996
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176988488
Gaussian processes (60G15) Strong limit theorems (60F15) Sample path properties (60G17) Functional limit theorems; invariance principles (60F17)
Related Items (28)
A functional LIL for symmetric stable processes. ⋮ The Gaussian measure of shifted balls ⋮ Small ball probabilities for Gaussian processes with stationary increments under Hölder norms ⋮ Small values of Gaussian processes and functional laws of the iterated logarithm ⋮ Lower functions and Chung's LILs of the generalized fractional Brownian motion ⋮ Clustering behavior of finite variance partial sum processes ⋮ Small ball probabilities for a Wiener process under weighted sup-norms, with an application to the supremum of Bessel local times ⋮ A necessary and sufficient condition of existence of global solutions for some nonlinear hyperbolic equations ⋮ Some remarks on a question of Strassen ⋮ Quadratic functionals and small ball probabilities for the \(m\)-fold integrated Brownian motion ⋮ Some singular sample path properties of a multiparameter fractional Brownian motion ⋮ Chung's law of the iterated logarithm for a class of stochastic heat equations ⋮ A functional LIL for \(m\)-fold integrated Brownian motion ⋮ Lower bound in regression for functional data by representation of small ball probabilities ⋮ Some remarks on the variation of curve length and surface area ⋮ Small deviations for the Poisson process ⋮ Functional Chung laws for small increments of the empirical process and a lowerbound in the strong invariance principle ⋮ Small deviations for the Poisson process ⋮ Small ball estimates for Brownian motion and the Brownian sheet ⋮ Inner rates of coverage of Strassen type sets by increments of the uniform empirical and quantile processes ⋮ The fractal nature of the functional law of logarithm of fractional Brownian motions ⋮ Functional limit theorems for the increments of Gaussian samples ⋮ Functional limit theorems for the increments of \(d\)-dimensional Gaussian processes in a Hölder type norm ⋮ Functional limit theorems for the infinite series of OU processes in Hölder norm ⋮ The moduli of non-differentiability for Gaussian random fields with stationary increments ⋮ On the large increments of fractional Brownian motion ⋮ The Csörgő-Révész moduli of non-differentiability of fractional Brownian motion ⋮ Chung’s law for integrated Brownian motion
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