On the increments of the Wiener process

DOI10.1007/BF00533740zbMath0506.60082OpenAlexW1995543571MaRDI QIDQ4743544

Mario Wschebor, Joaquín E. Ortega

Publication date: 1984

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00533740

zbMATH Keywords

law of iterated logarithmupper classesincrement processes

Mathematics Subject Classification ID

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

Related Items (8)

Exact convergence rates in strong approximation laws for large increments of partial sums ⋮ Upper classes for the increments of fractional Wiener processes ⋮ Limit laws for the modulus of continuity of the partial sum process and for the Shepp statistic ⋮ Invariance principles for renewal processes when only moments of low order exist ⋮ How big are the increments of \(G\)-Brownian motion? ⋮ SOME LIMIT THEOREMS ON THE INCREMENTS OF A MULTI-PARAMETER FRACTIONAL BROWNIAN MOTION ⋮ Upper classes for the increments of the fractional Wiener process ⋮ First passage time for some stationary processes

Cites Work

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• On the sequence of partial maxima of some random sequences
• On the increments of Wiener and related processes
• How big are the increments of a Wiener process?
• Über das Irrfahrtproblem
• An estimate for the tails of the distribution of the supremum for a class of stationary multiparameter Gaussian processes
• Upcrossing Probabilities for Stationary Gaussian Processes
• Asymptotic Properties of Gaussian Processes
• A REDUCTION FORMULA FOR NORMAL MULTIVARIATE INTEGRALS
• On the law of the iterated logarithm

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