Chung’s functional law of the iterated logarithm for the Brownian sheet

Abstract

In this paper, we investigate functional limit problem for path of a Brownian sheet, Chung's functional law of the iterated logarithm for a Brownian sheet is obtained. The main tool in the proof is large deviation and small deviation for a Brownian sheet.

Keywords

Brownian sheet / Chung's functional law of the iterated logarithm

References

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