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Chung's law of the iterated logarithm for anisotropic Gaussian random fields

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  • Luan, Nana
  • Xiao, Yimin

Abstract

In this paper we establish Chung's law of the iterated logarithm for a class of anisotropic Gaussian random fields with stationary increments. This result is applicable to space-time Gaussian random fields and solution to the stochastic fractional heat equation.

Suggested Citation

  • Luan, Nana & Xiao, Yimin, 2010. "Chung's law of the iterated logarithm for anisotropic Gaussian random fields," Statistics & Probability Letters, Elsevier, vol. 80(23-24), pages 1886-1895, December.
    • Handle: RePEc:eee:stapro:v:80:y:2010:i:23-24:p:1886-1895
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    References listed on IDEAS

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    1. Biermé, Hermine & Meerschaert, Mark M. & Scheffler, Hans-Peter, 2007. "Operator scaling stable random fields," Stochastic Processes and their Applications, Elsevier, vol. 117(3), pages 312-332, March.
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