Rates of Escape of Infinite Dimensional Brownian Motion

K. Bruce Erickson

doi:10.1214/aop/1176994780

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April, 1980 Rates of Escape of Infinite Dimensional Brownian Motion

K. Bruce Erickson

Ann. Probab. 8(2): 325-338 (April, 1980). DOI: 10.1214/aop/1176994780

Abstract

In this paper the analogue in infinite dimensions of the Erdos-Dvoretzky rate of escape test for finite dimensional Brownian motion is proved. Some examples are constructed which exhibit the essential differences between the finite and infinite dimensional cases and which suggest several conjectures and problems.

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K. Bruce Erickson. "Rates of Escape of Infinite Dimensional Brownian Motion." Ann. Probab. 8 (2) 325 - 338, April, 1980. https://doi.org/10.1214/aop/1176994780