نتایج جستجو برای: law of the iterated logarithm

تعداد نتایج: 22804120  

Journal: :Stochastic Processes and their Applications 1986

2003
Ji-Wei Wen Li-Xin Zhang

In this paper, we study the asymptotic properties of the upper and lower tail probabilities of the maximum local time L∗(t) of Wiener process (Brownian motion), and obtain some precise asymptotics in the law of the iterated logarithm and the Chungs-type laws of the iterated logarithm for the supremum of Wiener local time L(x; t); x∈R; t ∈R+. c © 2003 Elsevier B.V. All rights reserved. MSC: 60F1...

Journal: :Bulletin of the Australian Mathematical Society 1996

Journal: :Journal of Mathematical Sciences 2021

Sufficient conditions are found for the applicability of generalized law iterated logarithm sums dependent random variables in case where sequence normalizing constants is not necessarily nondecreasing.

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