On Strassen's version of the law of the iterated logarithm for the two-parameter Gaussian process

W. J. Park

Journal of Multivariate Analysis, 1974, vol. 4, issue 4, 479-485

Abstract: Strassen's version of the law of the iterated logarithm is extended to the two-parameter Gaussian process {X(s, t); [epsilon](s, t) [set membership, variant][0, [infinity])2} with the covariance function R((s1,t1),(s2,t2)) = min(s1,s2)min(t1,t2).

Keywords: A; version; of; the; law; of; the; iterated; logarithm; Two-parameter; Gaussian; process (search for similar items in EconPapers)
Date: 1974
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Citations: View citations in EconPapers (1)

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