Accession Number : ADA185366

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

Descriptive Note : Rept. for Sep 86-Sep 87,

Corporate Author : NORTH CAROLINA UNIV AT CHAPEL HILL CENTER FOR STOCHASTIC PROCESSES

Personal Author(s) : Mori, Toshio ; Oodaira, Hiroshi

PDF Url : ADA185366

Report Date : May 1987

Pagination or Media Count : 13

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)

Descriptors :   *STOCHASTIC PROCESSES, *NORMALIZING(STATISTICS), LOGARITHM FUNCTIONS, ESTIMATES, DIFFUSION, PARAMETERS, ITERATIONS, INTEGRALS

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE