Bulletin of the
Korean Mathematical Society BKMS

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Bull. Korean Math. Soc. 1998; 35(2): 209-225

Printed June 1, 1998

Copyright © The Korean Mathematical Society.

A note on the upper and lower bounds of small ball probabilities for Gaussian processes with stationary increments

Seaung-Hyune Lee and Yong-Kab Choi

Gyeongsang National University, Gyeongsang National University

Abstract

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In this paper we obtain sharp upper and lower bounds of small ball probabilities for Gaussian processes with stationary increments, whose results are essential to estabilish Chung type laws of iterated logarithm.

Keywords: small ball probability, Gaussian process, stationary increments, law of iterated logarithm, Borel-Cantelli lemma

MSC numbers: 60F15, 60G17

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