Some "LIM INF" Results for Increments of a Wiener Process
Hanson, D. L. ; Russo, Ralph P.
Ann. Probab., Tome 17 (1989) no. 4, p. 1063-1082 / Harvested from Project Euclid
Let $W(t)$ for $0 \leq t < \infty$ be a standard Wiener process, suppose $0 < a_T \leq T$ for $T > 0$, and let $d(T, t) = \{2t\lbrack\log(T/t) + \log \log t \rbrack\}^{1/2}$. Quantities such as $\lim, \inf_{T \rightarrow \infty} \sup_{a_T \leq t \leq T} \frac{W(T) - W(T - t)}{d(T,t)},$ $\lim, \inf_{T \rightarrow \infty} \sup_{\substack{0 \leq t \leq T - a_T\\0 \leq s \leq a_T}} \frac{|W(t + s) - W(t)|}{d(t + a_T, a_T)}$ and $\lim, \inf_{T \rightarrow \infty} \sup_{\substack{0 \leq u < v \leq T\\a_T \leq v - u}} \frac{|W(v) - W(u)|}{d(v, v - u)}$ are investigated.
Publié le : 1989-07-14
Classification:  Increments of a Wiener process,  Wiener process,  60F15,  60G15,  60G17
@article{1176991257,
     author = {Hanson, D. L. and Russo, Ralph P.},
     title = {Some "LIM INF" Results for Increments of a Wiener Process},
     journal = {Ann. Probab.},
     volume = {17},
     number = {4},
     year = {1989},
     pages = { 1063-1082},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176991257}
}
Hanson, D. L.; Russo, Ralph P. Some "LIM INF" Results for Increments of a Wiener Process. Ann. Probab., Tome 17 (1989) no. 4, pp.  1063-1082. http://gdmltest.u-ga.fr/item/1176991257/