On the increments of Weiner process - A look through subsequences

Vasudeva, R. and Savitha, S. (1993) On the increments of Weiner process - A look through subsequences. Stochastic Processes and their Applications, 47 (1). pp. 153-158.

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Abstract

Let W(t) be a standard Wiener process and let beta(t)-1 = (2a(t)(log(t/a(t))+log log t))1/2 where a(t) is a nondecreasing function of t with 0 < a(t) less-than-or-equal-to t and t-1 a(t) nonincreasing. Let (t(k)) be some increasing sequence diverging to infinity. In this paper we study the almost sure behaviour of lim sup(k-->infinity)beta(tk) sup 0 less-than-or-equal-to s less-than-or-equal-to a(tk)\textbackslashW(t(k)+s) -W(t(k))\textbackslash.

Item Type:	Article
Subjects:	E Mathematical Science > Statistics
Divisions:	Department of > Statistics
Depositing User:	Users 23 not found.
Date Deposited:	07 May 2021 05:22
Last Modified:	07 May 2021 05:22
URI:	http://eprints.uni-mysore.ac.in/id/eprint/16298

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