Timeline for Deviation bound for the maximum of the norm of Wiener process
Current License: CC BY-SA 3.0
7 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Jan 13, 2014 at 17:06 | answer | added | Nate Eldredge | timeline score: 3 | |
| S Jan 13, 2014 at 13:25 | history | suggested | Davide Giraudo | CC BY-SA 3.0 |
improved formatting.
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| Jan 13, 2014 at 13:17 | review | Suggested edits | |||
| S Jan 13, 2014 at 13:25 | |||||
| Jan 8, 2014 at 10:44 | comment | added | Raindog | Yes, it is related to the reflection principle. In fact, we should better work with the probability for the process $W(t)$ to exit a sphere of radius $x$. Then we can modify the proof for one-dimensional Brownian motion so that the bound holds. Thank you. | |
| Jan 8, 2014 at 7:38 | comment | added | Jochen Wengenroth | This should be very closely related to the maximum process of Brownian motions, see e.g. Proposition 13.13 in Kallenberg's Foundations. | |
| Jan 8, 2014 at 6:49 | review | First posts | |||
| Jan 8, 2014 at 6:50 | |||||
| Jan 8, 2014 at 6:32 | history | asked | Raindog | CC BY-SA 3.0 |