Laws of iterated logarithm of multiparameter wiener processes

S. R. Paranjape and C. Park

Journal of Multivariate Analysis, 1973, vol. 3, issue 1, 132-136

Abstract: 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.

Keywords: Multiparameter; Wiener; process; Brownian; motion; separable; stochastic; process; joint; normal; distribution; law; of; iterated; logarithm (search for similar items in EconPapers)
Date: 1973
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Citations: View citations in EconPapers (5)

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