Functional limit theorems for C-R increments of l^p-valued Wiener processes in the Hölder norm
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Let \(W_1(t)\), \(W_2(t),\dots\), \(t\in[0,\infty)\), be independent standard Wiener processes and for \(e\in l^p\) denote \(e\cdot W(t)= (e_1W_1(t),e_2W_2(t),\dots)\) an \(l^p\)-valued Wiener process. Some functional laws of iterated logarithm for increments of \(e\cdot W(t)\) in the Hölder norm in the space \(C_0[0,1]^\infty\) are proved. To get the results a large deviation technique is applied.
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Cited in
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- Limit theorems for certain functionals associated to stable processes in a Hölder space
- Exact rates of convergence of functional limit theorems for Csörgő-Révész increments of a Wiener process.
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- Functional sample path properties of subsequence's \(C\)-\(R\) increments for \({l^p}\)-valued Wiener processes in Hölder norm
- Functional laws of iterated logarithm for ${l^p}$-valued Wiener processes in Hölder norm
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- Functional sample path properties of subsequence's C-R increments for a Wiener process in Hölder norm
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