CHUNG-TYPE LAW OF THE ITERATED LOGARITHM OF l-VALUED GAUSSIAN PROCESSES

Title & Authors
CHUNG-TYPE LAW OF THE ITERATED LOGARITHM OF l-VALUED GAUSSIAN PROCESSES
Choi, Yong-Kab; Lin, Zhenyan; Wang, Wensheng;

Abstract
In this paper, by estimating small ball probabilities of $\small{l^{\infty}}$-valued Gaussian processes, we investigate Chung-type law of the iterated logarithm of $\small{l^{\infty}}$-valued Gaussian processes. As an application, the Chung-type law of the iterated logarithm of $\small{l^{\infty}}$-valued fractional Brownian motion is established.
Keywords
small ball probability;Gaussian process;law of the iterated logarithm;
Language
English
Cited by
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