SHEN Zhaoxuan. Theorizing Again about How Small Are the Increments of the Two-parameter Wiener Processes[J]. Chinese Journal of Applied Probability and Statistics, 1995, 11(4): 337-344.
Citation: SHEN Zhaoxuan. Theorizing Again about How Small Are the Increments of the Two-parameter Wiener Processes[J]. Chinese Journal of Applied Probability and Statistics, 1995, 11(4): 337-344.

Theorizing Again about How Small Are the Increments of the Two-parameter Wiener Processes

  • ln this paper we discuss how small are the increments of the two-parameter Wiener processes. We find norrnaling factor μT such that \liminf _T \rightarrow \infty \mu_T \inf _0 \leq y \leq T-a_T \inf _0 \leq x \leq 1-h_T \sup _0 \leq t \leq a_T \sup _0 \leq s \leq h_T|W(R)|=1, and normalizing factor vT such that \limsup _T \rightarrow \infty \nu_T \inf _0 \leq y \leq T-a_T \inf _0 \leq x \leq 1-h_T \sup _0 \leq t \leq a_T \sup _0 \leq s \leq h_T|W(R)|=1
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