On the general law of iterated logarithm with application to selfsimilar processes and to Gaussian processes in \(\mathbb{R}{}^ n\) and Hilbert space
The classes of upper and lower functions in the \(\log\log\) type laws are studied for some strictly stationary processes, Hilbert space valued processes, Brownian motion, stable processes and maximum local time for the classical Brownian motion.
scientific article; zbMATH DE number 90019
scientific article