Chung's law of the iterated logarithm for anisotropic Gaussian random fields

In this paper we establish Chung's law of the iterated logarithm for a class of anisotropic Gaussian random fields with stationary increments. This result is applicable to space-time Gaussian random fields and solution to the stochastic fractional heat equation.

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Year of publication:	2010
Authors:	Luan, Nana ; Xiao, Yimin
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 80.2010, 23-24, p. 1886-1895
Publisher:	Elsevier
Keywords:	Gaussian random fields Anisotropy Strong local nondeterminism Small ball probability Chung's law of the iterated logarithm

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

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