Some more results on increments of the Wiener process

DOI10.1214/aop/1176993449zbMath0521.60033OpenAlexW2028939485MaRDI QIDQ1055086

D. L. Hanson, Ralph P. Russo

Publication date: 1983

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176993449

zbMATH Keywords

law of iterated logarithmdelayed sumsincrements of a Wiener processlog sums

Mathematics Subject Classification ID

Gaussian processes (60G15) Strong limit theorems (60F15) Brownian motion (60J65) Sample path properties (60G17)

Related Items (6)

On the future infima of some transient processes ⋮ Invariance principles for renewal processes when only moments of low order exist ⋮ SOME LIMIT THEOREMS ON THE INCREMENTS OF A MULTI-PARAMETER FRACTIONAL BROWNIAN MOTION ⋮ Some limit results for lag sums of independent, non-i.i.d., random variables ⋮ Asymptotics for increments of stopped renewal processes ⋮ A Hanson-Russo-type law of the iterated logarithm for fractional Brownian motion

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