The functional iterated logarithm law for stochastic processes represented by multiple Wiener integrals |
| |
| Authors: | Toshio Mori Hiroshi Oodaira |
| |
| Institution: | (1) Department of Mathematics, Yokohama City University, 22-2 Seto, Kanazawa-ku, 236 Yokohama, Japan;(2) Department of Applied Mathematics, Faculty of Engineering, Yokohama National University, Tokiwadai, Hodogaya-ku, 240 Yokohama, Japan |
| |
| Abstract: | Summary In a previous paper the authors obtained a functional law of the iterated logarithm for a class of self-similar processes
with stationary increments, which are represented by multiple Wiener integrals. This result is extended to a certain class of processes represented by multiple Wiener integrals which converge to
with an appropriate normalization. As an application a functional log log law for nonlinear functionals of some stationary Gaussian processes is given. |
| |
| Keywords: | |
| 本文献已被 SpringerLink 等数据库收录！ |
|
