J. Korean Math. Soc. 1999; 36(3): 509-525
Printed May 1, 1999
Copyright © The Korean Mathematical Society.
Seaung-Hyune Lee, Yong-Kab Choi, and Ho-Se Oh
In this paper we obtain sharp upper and lower bounds of small ball and large deviation probabilities for the increments of Gaussian processes with stationary increments, whose results are essential to establish Chung type laws of iterated logarithm.
Keywords: small ball probability, large deviation probability, law of iterated logarithm, Gaussian process, stationary increments, Borel-Cantelli lemma
MSC numbers: 60F15, 60G17
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