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Teoriya Veroyatnostei i ee Primeneniya, 1979, Volume 24, Issue 1, Pages 184–191
(Mi tvp973)
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This article is cited in 3 scientific papers (total in 3 papers)
Short Communications
On the local growth of random fields with independent increments
N. M. Zinčenko Kiev
Abstract:
The paper deals with the behaviour of a random field $\xi (t,s)$ with independent increments
in the neighbourhood of zero. The classes of upper and lower functions for such fields are defined. It is proved that the real function $\varphi (t,s)$ under some additional assumptions is upper (lower) function if the integral
$$
\int_0^{t_0}\int_0^{s_0} [ts]^{-1} \mathbf P\{\xi(t,s)>\varphi(t,s)\}\,ds\,dt
$$
is convergent (divergent). As a consequence we obtain the integral criterion for the 2-parameter Brownian motion and the law of iterated logarithm for this field. All results are generalized for the case off $n$-dimensional parameter.
Received: 29.04.1977
Citation:
N. M. Zinčenko, “On the local growth of random fields with independent increments”, Teor. Veroyatnost. i Primenen., 24:1 (1979), 184–191; Theory Probab. Appl., 24:1 (1979), 184–191
Linking options:
https://www.mathnet.ru/eng/tvp973 https://www.mathnet.ru/eng/tvp/v24/i1/p184
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