Chung's functional law of the iterated logarithm for the Brownian sheet

DOI10.1007/S11464-022-1030-1MaRDI QIDQ2689749zbMATH OpenOpenAlexFDO

Authors Yanyan Li

Publication date 14 March 2023

Published in Frontiers of Mathematics in China (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11464-022-1030-1

zbMATH Keywords

Chentsov processlaw of the iterated logarithm

Mathematics Subject Classification ID

Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17) Gaussian processes (60G15)

Review text

The authors study the law of iterated logarithm for standard Brownian sheet (also called Chentsov process). More precisely, they consider the approximation rate with respect to the supremum norm for the limit functions in the functional law of the iterated logarithm, similar to results by \textit{E. Csaki} [Z. Wahrscheinlichkeitstheor. Verw. Geb. 54 (1980; Zbl 0441.60027)] for standard Brownian motions (Wiener processes). In two theorems, lower and upper bounds for the limes inferior of the rescaled approximation are given, which are proven with the help of large deviation principles for Brownian sheets.

Recommendations

• Strassen's law of the iterated logarithm for increments of a Brownian sheet
• A remark on the multiparameter law of the iterated logarithm
• On the rate of convergence in the invariance principle for weakly dependent random variables
• Strassen-type Laws of Iterated Logarithm for a Fractional Brownian Sheet
• Chung's functional law of the iterated logarithm for increments of a fractional Brownian motion

Cites work

• Fractales aléatoires de type Chung pour les accroissements du processus de Wiener
• scientific article; zbMATH DE number 1301694 (Why is no real title available?)
• On Strassen-type results for the increments of two-parameter Wiener processes
• Quasi sure functional modulus of continuity for a two-parameter Wiener process in Hölder norm
• Quasi-sure functional limit theorem for increments of a fractional Brownian sheet in Hölder norm
• Small ball estimates for Brownian motion and the Brownian sheet
• Small values of Gaussian processes and functional laws of the iterated logarithm
• The rate of convergence in the functional limit theorem for increments of a Brownian motion
• The small ball problem for the Brownian sheet

Cited in

(14)

• A remark on the multiparameter law of the iterated logarithm
• Chung's law and the Csáki function
• Chung's functional law of the iterated logarithm for increments of a fractional Brownian motion
• Limit laws for local times of the Brownian sheet
• Strassen-type Laws of Iterated Logarithm for a Fractional Brownian Sheet
• scientific article; zbMATH DE number 2163515 (Why is no real title available?)
• Lower Functions ofEmpirical Processes and Brownian Sheets
• Strassen's law of the iterated logarithm for increments of a Brownian sheet
• scientific article; zbMATH DE number 7266903 (Why is no real title available?)
• Functional laws of iterated logarithm for k-dimensional Brownian motion
• Local functional law of the iterated logarithm for increments of a Brownian sheet
• Small time Chung's law of the iterated logarithm for increments of a Brownian motion
• Some limit theorems for functionals of the Brownian sheet
• Chung's law for homogeneous Brownian functionals

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