Precise Asymptotics in the Law of the Iterated Logarithm of Moving-Average Processes
β Scribed by Yun Xia Li; Li Xin Zhang
- Publisher
- Institute of Mathematics, Chinese Academy of Sciences and Chinese Mathematical Society
- Year
- 2005
- Tongue
- English
- Weight
- 211 KB
- Volume
- 22
- Category
- Article
- ISSN
- 1439-7617
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π SIMILAR VOLUMES
In this paper, we study the asymptotic properties of the upper and lower tail probabilities of the maximum local time L \* (t) of Wiener process (Brownian motion), and obtain some precise asymptotics in the law of the iterated logarithm and the Chungs-type laws of the iterated logarithm for the supr
Sufficient conditions for the law of the iterated logarithm for non-degenerate U-processes are presented. The law of the iterated logarithm for V-C subgraph classes of functions is obtained under second moment of the envelope. A bracketing condition for the law of the iterated logarithm for U-proces