LU Chuanrong, . Sample Module for the Wiener Process on a VC Class of Rd[J]. Chinese Journal of Applied Probability and Statistics, 1997, 13(1): 87-91.
Citation: LU Chuanrong, . Sample Module for the Wiener Process on a VC Class of Rd[J]. Chinese Journal of Applied Probability and Statistics, 1997, 13(1): 87-91.

Sample Module for the Wiener Process on a VC Class of Rd

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