Laws of iterated logarithm of multiparameter wiener processes
Let {} denote the N-parameter Wiener process on . For multiple sequences of certain independent random variables the authors find lower bounds for the distributions of maximum of partial sums of these random variables, and as a consequence a useful upper bound for the yet unknown function , c >= 0, is obtained where DN = [Pi]k = 1N [0, Tk]. The latter bound is used to give three different varieties of N-parameter generalization of the classical law of iterated logarithm for the standard Brownian motion process.
Year of publication: |
1973
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Authors: | Paranjape, S. R. ; Park, C. |
Published in: |
Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 3.1973, 1, p. 132-136
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Publisher: |
Elsevier |
Keywords: | Multiparameter Wiener process Brownian motion separable stochastic process joint normal distribution law of iterated logarithm |
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