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Two different kinds of liminfs on the LIL for two-parameter Wiener processes

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  • Zhang, Li-Xin

Abstract

Some probability inequalities are obtained, and some liminf results are established for a two-parameter Wiener process by using these inequalities. The results obtained improve those of Lacey (1989) and get the watershed between the Chung type laws of the iterated logarithm and the Lacey type laws of the iterated logarithm.

Suggested Citation

  • Zhang, Li-Xin, 1996. "Two different kinds of liminfs on the LIL for two-parameter Wiener processes," Stochastic Processes and their Applications, Elsevier, vol. 63(2), pages 175-188, November.
    • Handle: RePEc:eee:spapps:v:63:y:1996:i:2:p:175-188
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    References listed on IDEAS

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    1. Lacey, Michael T., 1989. "A remark on the multiparameter law of the iterated logarithm," Stochastic Processes and their Applications, Elsevier, vol. 32(2), pages 355-367, August.
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    Cited by:

    1. Lin, Zheng Yan & Choi, Yong-Kab, 1999. "Some limit theorems for fractional Lévy Brownian fields," Stochastic Processes and their Applications, Elsevier, vol. 82(2), pages 229-244, August.
    2. Csáki, Endre & Shi, Zhan, 1998. "Some liminf results for two-parameter processes," Stochastic Processes and their Applications, Elsevier, vol. 78(1), pages 27-46, October.

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    1. Lin, Zheng Yan & Choi, Yong-Kab, 1999. "Some limit theorems for fractional Lévy Brownian fields," Stochastic Processes and their Applications, Elsevier, vol. 82(2), pages 229-244, August.
    2. Csáki, Endre & Shi, Zhan, 1998. "Some liminf results for two-parameter processes," Stochastic Processes and their Applications, Elsevier, vol. 78(1), pages 27-46, October.

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    Keywords

    60G15 60F15;

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