GAUSSIAN CHAOS AND FUNCTIONAL LAWS OF THE ITERATED LOGARITHM FOR ITO-WIENER INTEGRALS

Authors
GOODMAN V KUELBS J
Citation
V. Goodman et J. Kuelbs, GAUSSIAN CHAOS AND FUNCTIONAL LAWS OF THE ITERATED LOGARITHM FOR ITO-WIENER INTEGRALS, Annales de l'I.H.P. Probabilites et statistiques, 29(4), 1993, pp. 485-512
Citations number
13
Categorie Soggetti
Statistic & Probability","Statistic & Probability
Journal title
Annales de l'I.H.P. Probabilites et statistiques → ACNP
ISSN journal
02460203
Volume
29
Issue
4
Year of publication
1993
Pages
485 - 512
Database
ISI
SICI code
0246-0203(1993)29:4<485:GCAFLO>2.0.ZU;2-U
Abstract
Random samples of centered Gaussian chaos, when properly normalized, c onverge and cluster in a non-random set. In this paper we study the ra tes for this convergence and indicate some applications to self-simila r processes given by multiple Ito-Wiener integrals.