For processes with independent increments and multi-dimensional time parameters, analogues of Strassen's version of the law of the iterated logarithm are proven using standard large-deviation and truncation techniques. Applications to empirical processes are included.
Publié le : 1973-04-14
Classification:
Law of the iterated logarithm,
processes with independent increments,
multi-parameter stochastic processes,
empirical processes,
60F15,
60J30,
60G17,
60F10
@article{1176996980,
author = {Wichura, Michael J.},
title = {Some Strassen-Type Laws of the Iterated Logarithm for Multiparameter Stochastic Processes with Independent Increments},
journal = {Ann. Probab.},
volume = {1},
number = {5},
year = {1973},
pages = { 272-296},
language = {en},
url = {http://dml.mathdoc.fr/item/1176996980}
}
Wichura, Michael J. Some Strassen-Type Laws of the Iterated Logarithm for Multiparameter Stochastic Processes with Independent Increments. Ann. Probab., Tome 1 (1973) no. 5, pp. 272-296. http://gdmltest.u-ga.fr/item/1176996980/