التفاصيل البيبلوغرافية
| العنوان: |
Small ball probabilities for integrals of weighted Brownian motion |
| المؤلفون: |
Dunker, T., Li, W. V., Linde, W. |
| المصدر: |
Elsevier, Statistics & Probability Letters. 46(3):211-216 |
| سنة النشر: |
2000 |
| الوصف: |
Let , where W(t), t[greater-or-equal, slanted]0, is a standard Brownian motion and [psi] is a weight function. We determine the rate of , for a large class of weight functions. The methods of our proofs are general and can be applied to many other problems. As an application, a Chung-type law of the iterated logarithm is given for X[psi](t) with . |
| نوع الوثيقة: |
redif-article |
| اللغة: |
English |
| الإتاحة: |
https://ideas.repec.org/a/eee/stapro/v46y2000i3p211-216.html |
| رقم الأكسشن: |
edsrep.a.eee.stapro.v46y2000i3p211.216 |
| قاعدة البيانات: |
RePEc |
