Extensions of functional LIL w.r.t. (r, p)—Capacities on Wiener space
- 作者：Xiong Chen ; N. Balakrishnan
- 关键词：(r ; p)-Capacities on Wiener space ; Functional law of the iterated logarithm
- 刊名：Statistics and Probability Letters
- 出版年：2007
- 期刊代码：56_01677152
- 类别：mt
- 出版时间：15 February 2007
- 卷：77
- 期：4
- 页码：468-473
- 文件大小：164 K
摘要
Let {wt, t0} be a d-dimensional Brownian motion and , 0s1, where . Let WPFR-2&_mathId=mml3&_user=10&_cdi=5672&_rdoc=17&_acct=C000050221&_version=1&_userid=10&md5=08d656d0b1264f1b90fbf0ddb03a838c" title="Click to view the MathML source">γ:R+→R. Under suitable conditions on γ, we generalize here functional law of the iterated logarithm (LIL) of Chung type to capacity Cr,p, that the limit set of γ(t)ξt(·) as t→∞ exists and is determined in a Hölderian topology or uniform topology w.r.t. capacity Cr,p-q.e. on Wiener space. A functional LIL of Strassen type in Hölder norm w.r.t. Cr,p is also derived.