The functional iterated logarithm law for stochastic processes represented by multiple Wiener integrals |
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| Authors: | Toshio Mori Hiroshi Oodaira |
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| Affiliation: | (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 |
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| 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. |
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