Journal of the Korean Mathematical Society (대한수학회지)

Korean Mathematical Society (대한수학회)
권호 표지

SMALL BALL AND LARGE DEVIATION PROBABILITIES ESTIMATES FOR GAUSSIAN PROCESSES WITH STATIONARY INCREMENTS

  • Lee, Seaung-Hyune (Department of Mathematics Gyeongsang national University) ;
  • Choi, Yong-Kab (Department of Mathematics Gyeongsang national University) ;
  • Oh, Ho-Se (Department of Vehicles and Machinery kyung Nam Junior College)
  • Published : 1999.03.01
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Abstract

In this paper we obtain sharp upper and lower bounds of samll ball and large deviation probabilities for the increments of Gaussian processes with stationary increments, whose results are essential to establish Chung type laws of iteratted logarithm.

Keywords

References

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