Journal of the Korean Mathematical Society (대한수학회지)

Korean Mathematical Society (대한수학회)
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CHUNG-TYPE LAW OF THE ITERATED LOGARITHM OF l∞-VALUED GAUSSIAN PROCESSES

  • Choi, Yong-Kab (DEPARTMENT OF MATHEMATICS GYEONGSANG NATIONAL UNIVERSITY) ;
  • Lin, Zhenyan (DEPARTMENT OF MATHEMATICS ZHEJIANG UNIVERSITY) ;
  • Wang, Wensheng (DEPARTMENT OF STATISTICS EAST CHINA NORMAL UNIVERSITY, DEPARTMENT OF MATHEMATICS HANGZHOU NORMAL UNIVERSITY)
  • Published : 2009.03.31
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Abstract

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

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References

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