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

Yonghong LIU, Ting ZHANG, Yiheng TANG

PDF(384 KB)
PDF(384 KB)
Front. Math. China ›› 2022, Vol. 17 ›› Issue (6) : 1015-1024. DOI: 10.1007/s11464-022-1030-1
RESEARCH ARTICLE
RESEARCH ARTICLE

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

Author information +
History +

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

Cite this article

Download citation ▾
Yonghong LIU, Ting ZHANG, Yiheng TANG. Chung’s functional law of the iterated logarithm for the Brownian sheet. Front. Math. China, 2022, 17(6): 1015‒1024 https://doi.org/10.1007/s11464-022-1030-1

References

[1]
ChenB. On Strassen’s version of the law of the iterated logarithm for the two-parameter Wiener process. In: Asymptotic Methods in Probability and Statistics (Otawa, OW, 1997), Amsterdam: North-Holland, 1998, 343–358
[2]
Gao F, Wang Q. The rate of convergence in the functional limit theorem for increments of a Brownian motion. Statist Probab Lett 2005; 73(2): 165–177
[3]
Kuelbs J, Li W V. Small ball estimates for Brownian motion and the Brownian sheet. J Theoret Probab 1993; 6(3): 547–577
[4]
Lucas A. Fractales aléatoires de type Chung pour les accroissements du processus de Wiener. C R Acad Sci Paris Sér I 1998; 326(9): 1123–1126
[5]
Monrad D, Rootzén H. Small values of Gaussian processes and functional laws of the iterated logarithm. Probab Theory Related Fields 1995; 101(2): 173–192
[6]
Talagrand M. The small ball problem for the Brownian sheet. Ann Probab 1994; 22(3): 1331–1354
[7]
Wang W. On Strassen-type theorem for the increments of two-parameter Wiener processes. Chinese Ann Math Ser A 2001; 22(1): 27–34
[8]
Xu J. Quasi sure functional modulus of continuity for a two-parameter Wiener process in Hölder norm. J Math Anal Appl 2016; 434: 501–515
[9]
Xu J, Miao Y, Liu J. Quasi sure functional limit theorem for increments of a fractional Brownian sheet in Hölder norm. Comm Statist Theory Methods 2016; 45(5): 1564–1574

Acknowledgements

The work is supported by the Natural Science Foundation of Guangxi (Grant No. 2020GXNSFAA159118), Guangxi Science and Technology Project (Grant No. Guike AD20297006), the Innovation Project of School of Mathematics and Computing Science of GUET Graduate Education (Nos. 2021YJSCX05, 2022YJSCX04)

RIGHTS & PERMISSIONS

2022 Higher Education Press 2022
AI Summary AI Mindmap
PDF(384 KB)

Accesses

Citations

Detail

Sections
Recommended

/