On the general law of iterated logarithm with application to selfsimilar processes and to Gaussian processes in n and Hilbert space

J. M. P. Albin

Stochastic Processes and their Applications, 1992, vol. 41, issue 1, 1-31

Abstract: We give a method for establishing the GLIL for a stationary stochastic process and demonstrate that, through changes of time, the method also applies to e.g., Brownian motion in Hilbert space and stable processes.

Date: 1992
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