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J. Korean Math. Soc. 2005; 42(5): 959-973
Printed September 1, 2005
Copyright © The Korean Mathematical Society.
Strassen's functional LIL for $d$-dimensional self-similar Gaussian process in Holder norm
Kyo-Shin Hwang and Zhengyan Lin
Zhejiang University, Zhejiang University
In this paper, based on large deviation probabilities on Gaussian random vectors, we obtain Strassen's functional LIL for $d$-dimensional self-similar Gaussian process in H\"older norm via estimating large deviation probabilities for $d$-dimensional self-similar Gaussian process in H\"older norm.
Keywords: $d$-dimensional Gaussian process, Holder norm, large deviation probability, self-similar, Strassen's functional law of iterated logarithm
MSC numbers: 60F15, 60G15, 60G18
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