Bulletin of the Korean Mathematical Society (대한수학회보)
- Volume 35 Issue 2
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- Pages.209-225
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- 1998
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- 1015-8634(pISSN)
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- 2234-3016(eISSN)
A NOTE ON THE UPPER AND LOWER BOUNDS OF SMALL BALL PROBALITIES FOR GAUSSIAN OPROCESSED WITH STATIONARY INCREMENTS
- Lee, Seaung-Hyune (DEPARTMENT OF MATHEMATICS, COLLEGE OF NATURAL SCIENCES, GYEONGSANG NATIONAL UNIVERSITY) ;
- Choi, Yong-Kab (DEPARTMENT OF MATHEMATICS, COLLEGE OF NATURAL SCIENCES, GYEONGSANG NATIONAL UNIVERSITY)
- Published : 1998.05.01
Abstract
In this paper we obtain sharp upper and lower bounds of small ball oprobabilities for Gaussian processes with stationary increments, whose results are essential to estabilish Chung type laws of iterated logarithm.
Keywords
- small ball probability;
- Gaussian process;
- Stationary increments;
- law of iterated logarithm;
- Borel-Cantelli lemma