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J. Korean Math. Soc. 2009; 46(2): 347-361
Printed March 1, 2009
Copyright © The Korean Mathematical Society.
Chung-type law of the iterated logarithm of $l^{\infty}$-valued Gaussian processes
Yong-Kab Choi, Zhenyan Lin, and Wensheng Wang
Gyeongsang National University, Zhejiang University, and East China Normal University
In this paper, by estimating small ball probabilities of $l^{\infty}$-valued Gaussian processes, we investigate Chung-type law of the iterated logarithm of $l^{\infty}$-valued Gaussian processes. As an application, the Chung-type law of the iterated logarithm of $l^{\infty}$-valued fractional Brownian motion is established.
Keywords: small ball probability, Gaussian process, law of the iterated logarithm
MSC numbers: 60G15, 60G17, 60F10, 60F15
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