Abstract
In [1] we investigated the question: “How small are the increments of a Wiener process?” The main answer of this questions can be summarized in the following:
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Refernces
Csörgö, M. — Révész, P. (1979) How small are the increments of a Wiener process? Stoch.Proc. and Appl. 8, 119–129.
Csörgö, M. — RévÉsz, P. (1978) How big are the increments of a multi-parameter Wiener process? I. Wahrscheinlichkeitstheorie verw. Gebiete 42, 1–12.
Chung, K.L. (1948) On the maximum partial sums of sequences of independent random variables. Trans.Amer.Math. Soc. 64, 205–233.
Goodman, V. (1976) Distribution estimates for functionals of the two-parameter Wiener process. Ann. Probability 4, 977–982.
Csörgö, M. — Révész, P.(1980) Strong approximations in probability and statistics. Akadèmiai Kiadó, Budapest.
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© 1981 Springer-Verlag New York Inc.
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Révész, P. (1981). How Small are the Increments of a Wiener Sheet?. In: The First Pannonian Symposium on Mathematical Statistics. Lecture Notes in Statistics, vol 8. Springer, New York, NY. https://doi.org/10.1007/978-1-4612-5934-3_19
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DOI: https://doi.org/10.1007/978-1-4612-5934-3_19
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