The law of the iterated logarithm for a class of SPDEs

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On the law of the iterated logarithm.

The law of the iterated logarithm provides a family of bounds all of the same order such that with probability one only finitely many partial sums of a sequence of independent and identically distributed random variables exceed some members of the family, while for others infinitely many do so. In the former case, the total number of such excesses has therefore a proper probability distribution...

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ژورنال

عنوان ژورنال: Stochastic Analysis and Applications

سال: 2020

ISSN: 0736-2994,1532-9356

DOI: 10.1080/07362994.2020.1785313