On the law of the iterated logarithm for Gaussian processes |
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| Authors: | Miguel A Arcones |
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| Institution: | (1) Department of Mathematics, University of Texas, 78712 Austin, Texas |
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| Abstract: | We present some optimal conditions for the compact law of the iterated logarithm of a sequence of jointly Gaussian processes
in different situations. We also discuss the local law of the iterated logarithm for Gaussian processes indexed by arbitrary
index sets, in particular for self-similar Gaussian processes. We apply these results to obtain the law of the iterated logarithm
for compositions of Gaussian processes.
Research partially supported by NSF Grant DMS-93-02583. |
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| Keywords: | Gaussian processes law of the iterated logarithm self-similar processes |
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