How big must be the increments of a Wiener process?-Reference-Cited by-同舟云学术

How big must be the increments of a Wiener process?

Published:1979-03 Issue:1-2 Volume:33 Page:37-49
ISSN:0001-5954
Container-title:Acta Mathematica Academiae Scientiarum Hungaricae
language:en
Short-container-title:Acta Mathematica Academiae Scientiarum Hungaricae

Author:

Csáki E.,Révész P.

Publisher

Springer Science and Business Media LLC

Subject

General Mathematics,General Mathematics

Link

http://link.springer.com/content/pdf/10.1007/BF01903380.pdf

Reference7 articles.

1. S. A. Book andT. R. Shore, On large intervals in the Csörgő-Révész theorem on increments of a Wiener process, submitted toZ. Wahrscheinlichkeitstheorie verw. Gebiete.

2. K. L. Chung, On the maximum partial sums of sequences of independent random variables,Trans. Amer. Math. Soc.,64 (1948), 205–233.

3. M. Csörgő andP. Révész, How big are the increments of a Wiener process?Ann. Probability, to appear.

4. C. M. Deo,A note on increments of a Wiener process, Technical Report (Ottawa, 1977).

5. N. C. Jain andW. E. Pruitt, The other law of the iterated logarithm,Ann. Probability,4 (1975), 1046–1049.

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