How big must be the increments of a Wiener process?

DOI10.1007/BF01903380zbMath0392.60056OpenAlexW1984585647MaRDI QIDQ4174038

Pál Révész, Endre Csáki

Publication date: 1979

Published in: Acta Mathematica Academiae Scientiarum Hungaricae (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01903380

zbMATH Keywords

Standard Wiener ProcessIncrements of a Wiener ProcessLim Inf Results

Mathematics Subject Classification ID

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

Related Items (4)

Limit laws for the modulus of continuity of the partial sum process and for the Shepp statistic ⋮ Some liminf results on increments of fractional Brownian motion ⋮ Some convergence problems about the increments of a wiener process ⋮ Limit theorems for the square integral of Brownian motion and its increments

Cites Work

• The other law of the iterated logarithm
• [https://portal.mardi4nfdi.de/wiki/Publication:4150921 On large intervals in the Cs�rg?-R�v�sz theorem on increments of a Wiener process]
• An invariance principle for the law of the iterated logarithm
• First Passage Time for a Particular Gaussian Process
• On the Maximum Partial Sums of Sequences of Independent Random Variables

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