The log log law for multidimensional stochastic integrals and diffusion processes
نویسندگان
چکیده
منابع مشابه
A Log Log Law for Maximal Uniform Spacings
McGill University Let X1 , X2, • . . be a sequence of independent uniformly distributed random variables on [0, 1] and Kn be the kth largest spacing induced by X 1 , X12 . We show that P(Kn < (log n log3n log 2)/n i .o .) = 1 where log, is the j times iterated logarithm. This settles a question left open in Devroye (1981) . Thus, we have lim inf(nKn log n + log3n) _ -log 2 almost surely, and li...
متن کاملThe Multiple Gamma-Functions and the Log-Gamma Integrals
In this paper, which is a companion paper to W , starting from the Euler integral which appears in a generalization of Jensen’s formula, we shall give a closed form for the integral of log Γ 1± t . This enables us to locate the genesis of two new functions A1/a and C1/a considered by Srivastava and Choi. We consider the closely related function A(a) and the Hurwitz zeta function, which render t...
متن کاملLog-infinitely divisible multifractal processes
We define a large class of multifractal random measures and processes with arbitrary loginfinitely divisible exact or asymptotic scaling law. These processes generalize within a unified framework both the recently defined log-normal Multifractal Random Walk processes (MRW) [33, 3] and the log-Poisson “product of cynlindrical pulses” [7]. Their construction involves some “continuous stochastic m...
متن کاملGeneralized Log Sine Integrals and the Mordell-tornheim Zeta Values
We introduce certain integrals of a product of the Bernoulli polynomials and logarithms of Milnor’s multiple sine functions. It is shown that all the integrals are expressed by the Mordell-Tornheim zeta values at positive integers and that the converse is also true. Moreover, we apply the theory of the integral to obtain various new results for the Mordell-Tornheim zeta values.
متن کاملAssessment of the Log-Euclidean Metric Performance in Diffusion Tensor Image Segmentation
Introduction: Appropriate definition of the distance measure between diffusion tensors has a deep impact on Diffusion Tensor Image (DTI) segmentation results. The geodesic metric is the best distance measure since it yields high-quality segmentation results. However, the important problem with the geodesic metric is a high computational cost of the algorithms based on it. The main goal of this ...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Bulletin of the Australian Mathematical Society
سال: 1971
ISSN: 0004-9727,1755-1633
DOI: 10.1017/s0004972700047328