The Annals of Probability

Some More Results on Increments of the Wiener Process

D. L. Hanson and Ralph P. Russo

Full-text: Open access

Abstract

Let $W(T)$ for $0 \leq T < \infty$ be a standard Weiner process and suppose that $c_k$ and $b_k$ are fixed sequences of real numbers satisfying $0 \leq c_k < b_k < \infty$. Let $K(\omega)$ be the set of limit points (as $T \rightarrow \infty$) of $\frac{W(b_k;\omega) - W(c_k;\omega)}{\{2(b_k - c_k)\lbrack\log(b_k/(b_k - c_k)) + \log\log b_k\rbrack\}^{1/2}}$ where $\omega$ is a point in the probability space on which $W(T)$ is defined. We give necessary conditions on $b_k$ and $c_k$ to have $K(\omega) = \lbrack -1, 1\rbrack$ a.s. We also give some related results and discuss sharpness.

Article information

Source
Ann. Probab., Volume 11, Number 4 (1983), 1009-1015.

Dates
First available in Project Euclid: 19 April 2007

Permanent link to this document
https://projecteuclid.org/euclid.aop/1176993449

Digital Object Identifier
doi:10.1214/aop/1176993449

Mathematical Reviews number (MathSciNet)
MR714963

Zentralblatt MATH identifier
0521.60033

JSTOR
links.jstor.org

Subjects
Primary: 60F15: Strong theorems
Secondary: 60G15: Gaussian processes 60G17: Sample path properties

Keywords
Increments of a Wiener process Wiener process law of iterated logarithm lag sums sums of random variables delayed sums

Citation

Hanson, D. L.; Russo, Ralph P. Some More Results on Increments of the Wiener Process. Ann. Probab. 11 (1983), no. 4, 1009--1015. doi:10.1214/aop/1176993449. https://projecteuclid.org/euclid.aop/1176993449


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