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April, 1973 Some Strassen-Type Laws of the Iterated Logarithm for Multiparameter Stochastic Processes with Independent Increments
Michael J. Wichura
Ann. Probab. 1(2): 272-296 (April, 1973). DOI: 10.1214/aop/1176996980

Abstract

For processes with independent increments and multi-dimensional time parameters, analogues of Strassen's version of the law of the iterated logarithm are proven using standard large-deviation and truncation techniques. Applications to empirical processes are included.

Citation

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Michael J. Wichura. "Some Strassen-Type Laws of the Iterated Logarithm for Multiparameter Stochastic Processes with Independent Increments." Ann. Probab. 1 (2) 272 - 296, April, 1973. https://doi.org/10.1214/aop/1176996980

Information

Published: April, 1973
First available in Project Euclid: 19 April 2007

zbMATH: 0288.60030
MathSciNet: MR394894
Digital Object Identifier: 10.1214/aop/1176996980

Subjects:
Primary: 60F15
Secondary: 60F10 , 60G17 , 60J30

Keywords: Empirical processes , Law of the iterated logarithm , multi-parameter stochastic processes , processes with independent increments

Rights: Copyright © 1973 Institute of Mathematical Statistics

Vol.1 • No. 2 • April, 1973
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