On the law of the iterated logarithm for Gaussian processes

被引：46

作者：

Arcones, MA

机构：

[1] Department of Mathematics, University of Texas, Austin, 78712, Texas

来源：

JOURNAL OF THEORETICAL PROBABILITY | 1995年 / 8卷 / 04期

关键词：

Gaussian processes; law of the iterated logarithm; self-similar processes;

D O I：

10.1007/BF02410116

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We present some optimal conditions for the compact law of the iterated logarithm of a sequence of jointly Gaussian processes in different situations. We also discuss the local law of the iterated logarithm for Gaussian processes indexed by arbitrary index sets, in particular for self-similar Gaussian processes. We apply these results to obtain the law of the iterated logarithm for compositions of Gaussian processes.

引用

页码：877 / 903

页数：27

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