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On the law of the iterated logarithm for Gaussian processes - MaRDI portal

On the law of the iterated logarithm for Gaussian processes (Q1900331)

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scientific article; zbMATH DE number 811151
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On the law of the iterated logarithm for Gaussian processes
scientific article; zbMATH DE number 811151

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    On the law of the iterated logarithm for Gaussian processes (English)
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    31 October 1995
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    The author presents some optimal conditions for the compact law of the iterated logarithm (l.i.l.) of a sequence of jointly Gaussian processes in different situations. Local law of the iterated logarithm for Gaussian processes indexed by arbitrary indexed sets is discussed. The l.i.l. for self-similar Gaussian processes and for compositions of Gaussian processes is considered.
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    law of the iterated logarithm
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    Gaussian process
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