Chung's law of the iterated logarithm for anisotropic Gaussian random fields

Nana Luan and Yimin Xiao

Statistics & Probability Letters, 2010, vol. 80, issue 23-24, 1886-1895

Abstract: In this paper we establish Chung's law of the iterated logarithm for a class of anisotropic Gaussian random fields with stationary increments. This result is applicable to space-time Gaussian random fields and solution to the stochastic fractional heat equation.

Keywords: Gaussian; random; fields; Anisotropy; Strong; local; nondeterminism; Small; ball; probability; Chung's; law; of; the; iterated; logarithm (search for similar items in EconPapers)
Date: 2010
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0167-7152(10)00239-7
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:80:y:2010:i:23-24:p:1886-1895

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().