scientific article; zbMATH DE number 1301694

MaRDI QIDQ4246905zbMATH OpenFDO

Authors Bin Chen

Publication date 3 May 2000

zbMATH Keywords

empirical processStrassen's law of the iterated logarithmtwo-parameter Wiener process

Mathematics Subject Classification ID

Large deviations (60F10) Functional limit theorems; invariance principles (60F17)

Review text

The author gives several Strassen-type functional limit laws for two-parameter Wiener processes. As usual, the proofs are based on a large deviation principle. Kiefer processes and empirical processes are also considered, using strong approximation techniques. For the entire collection see [Zbl 0901.00049].

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• Strassen-type functional laws for strong topologies
• Laws of the iterated logarithm for iterated Wiener processes
• Chung's functional law of the iterated logarithm for the Brownian sheet
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• On large deviation estimates for two parameter diffusion processes and applications

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