Sample Module for the Wiener Process on a VC Class of Rd
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Graphical Abstract
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Abstract
Sample path behavior is studied for the Wiener processes W indexed by classes C of subsetsof the Borel δ-field of Rd. For 0<an ≤nd, an is nondecreasing and an/nd is nonmcreasing, afunction Ψn is found in some cases such that limsupn→∝sup{|W(C(n))|/Ψn:C(n)∈C|C(n)|≤an}=1 a.s. This generalies the Csörgö-Révész’s increments results for a Wiener process.
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