Freidlin-Wentzell Type Estimates and the Law of the Iterated Logarithm for a Class of Stochastic Processes Related to Symmetric Statistics.

Abstract

Analogues of Freidlin and Wentzell's estimates for diffusion processes and the functional law of the iterated logarithm are obtained for a class of stochastic processes represented by multiple Wiener integrals with respect to two parameter Wiener processes, which arise as the limit processes of sequences of normalized symmetric statistics. (Author)

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Document Details

Document Type
Technical Report
Publication Date
May 01, 1987
Accession Number
ADA185366

Entities

People

  • Hiroshi Oodaira
  • Toshio Mori

Organizations

  • University of North Carolina at Chapel Hill

Tags

DTIC Thesaurus Topics

  • Abstracts
  • Applied Mathematics
  • Brownian Motion
  • Data Science
  • Gaussian Processes
  • Hilbert Space
  • Information Science
  • Integrals
  • Mathematics
  • North Carolina
  • Probability
  • Random Variables
  • Sequences
  • Statistics
  • Stochastic Processes
  • Universities

Fields of Study

  • Mathematics

Readers

  • Mathematical Modeling and Probability Theory.