AbstractLet {X(t) : t ∈ R+N} denote the N-parameter Wiener process on R+N = [0, ∞)n. For multiple sequences of certain independent random variables the authors find lower bounds for the distributions of maximum of partial sums of these random variables, and as a consequence a useful upper bound for the yet unknown function P{supt∈DnX(t) ≥ c}, c ≥ 0, is obtained where DN = Πk = 1N [0, Tk]. The latter bound is used to give three different varieties of N-parameter generalization of the classical law of iterated logarithm for the standard Brownian motion process
Let W(t) be a standard Wiener process and let where at is a nondecreasing function of t with 0 [infi...
In this paper a law of the iterated logarithm is obtained for partial sums of a stationary linear pr...
123 p.Thesis (Ph.D.)--University of Illinois at Urbana-Champaign, 1987.We establish a central limit ...
Let {} denote the N-parameter Wiener process on . For multiple sequences of certain independent rand...
AbstractLet {X(t) : t ∈ R+N} denote the N-parameter Wiener process on R+N = [0, ∞)n. For multiple se...
The functional iterated logarithm law for a Wiener process in the Bulinskii form for great and small...
AbstractLet {αn(t),0⩽t⩽1} and {βn(t),0⩽t⩽1} be the empirical and quantile processes generated by the...
Let {W(t), t [greater-or-equal, slanted] 0} be a standard Wiener process and {tn, n [greater-or-equa...
Analogues of Freidlin and Wentzell's estimates for diffusion processes and the functional law of the...
aT + α log log T + (1 − α) log log aT]} − 12 where 0 ≤ α ≤ 1 and {W (t), t ≥ 0} be a standard Wiener...
AbstractSome probability inequalities are obtained, and some liminf results are established for a tw...
Algorithmic randomness is most often studied in the setting of the fair-coin measure on the Cantor s...
Let (Xn) be a sequence of independent and identically distributed non-negative valued random variabl...
Strassen's version of the law of the iterated logarithm is extended to the two-parameter Gaussian pr...
AbstractWe obtain explicit expressions for the distribution of the maximum of particular two-paramet...
Let W(t) be a standard Wiener process and let where at is a nondecreasing function of t with 0 [infi...
In this paper a law of the iterated logarithm is obtained for partial sums of a stationary linear pr...
123 p.Thesis (Ph.D.)--University of Illinois at Urbana-Champaign, 1987.We establish a central limit ...
Let {} denote the N-parameter Wiener process on . For multiple sequences of certain independent rand...
AbstractLet {X(t) : t ∈ R+N} denote the N-parameter Wiener process on R+N = [0, ∞)n. For multiple se...
The functional iterated logarithm law for a Wiener process in the Bulinskii form for great and small...
AbstractLet {αn(t),0⩽t⩽1} and {βn(t),0⩽t⩽1} be the empirical and quantile processes generated by the...
Let {W(t), t [greater-or-equal, slanted] 0} be a standard Wiener process and {tn, n [greater-or-equa...
Analogues of Freidlin and Wentzell's estimates for diffusion processes and the functional law of the...
aT + α log log T + (1 − α) log log aT]} − 12 where 0 ≤ α ≤ 1 and {W (t), t ≥ 0} be a standard Wiener...
AbstractSome probability inequalities are obtained, and some liminf results are established for a tw...
Algorithmic randomness is most often studied in the setting of the fair-coin measure on the Cantor s...
Let (Xn) be a sequence of independent and identically distributed non-negative valued random variabl...
Strassen's version of the law of the iterated logarithm is extended to the two-parameter Gaussian pr...
AbstractWe obtain explicit expressions for the distribution of the maximum of particular two-paramet...
Let W(t) be a standard Wiener process and let where at is a nondecreasing function of t with 0 [infi...
In this paper a law of the iterated logarithm is obtained for partial sums of a stationary linear pr...
123 p.Thesis (Ph.D.)--University of Illinois at Urbana-Champaign, 1987.We establish a central limit ...