How big are the increments of a multi-parameter Wiener process?

DOI10.1007/BF00534203zbMATH Open0356.60031OpenAlexW122243203MaRDI QIDQ4127748FDOQ4127748

Authors: Miklós Csörgo, Pál Révész 

Publication date: 1978

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00534203

Mathematics Subject Classification ID

Brownian motion (60J65) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20)

Cites Work

• An approximation of partial sums of independent RV'-s, and the sample DF. I
• On a new law of large numbers
• Some Sample Function Properties of the Two-parameter Gaussian Process
• Sample functions of the \(N\)-parameter Wiener process
• How big are the increments of a Wiener process?
• Laws of iterated logarithm of multiparameter Wiener processes
• The law of the iterated logarithm for normalized empirical distribution function
• On Strassen's version of the law of the iterated logarithm for the two- parameter Gaussian process

Cited In (11)

• Limsup results and LIL for finite dimensional Gaussian random fields
• A remark on the multiparameter law of the iterated logarithm
• Asymptotic behavior of increments of random fields
• A general form of the increments of a two-parameter Wiener process
• Some limit theorems for fractional Lévy Brownian fields
• A generalization of Strassen's functional law of iterated logarithm
• How small are the increments of a Wiener process?
• SOME LIMIT THEOREMS ON THE INCREMENTS OF A MULTI-PARAMETER FRACTIONAL BROWNIAN MOTION
• On the increments of partial sum processes with multidimensional indices
• On large intervals in the Cs�rg?-R�v�sz theorem on increments of a Wiener process
• Asymptotic behaviors for the increments of Gaussian random fields

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