Timeline for Question about infinite-dimensional BM
Current License: CC BY-SA 3.0
6 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Jan 16, 2014 at 13:04 | comment | added | Yue | $\mathbb{P}$-a.s. Convergence of the subsequence is not what I want for... | |
| Jan 16, 2014 at 13:03 | comment | added | Yue | Borel Cantelli give you the probability of $\limsup$ rather than $\lim$ to be zero, which implies that you could only find a subsequence which converges to zero $\mathbb{P}-a.s.$.... | |
| Jan 15, 2014 at 23:34 | comment | added | Thomson Tong | But Borel cantelli should tell you that the probability that $\sup_{t\geq 0}(-\Lambda t+\sqrt{\sigma_k}W_t^k)\geq a$ happen for infinitely many $k$ is 0, which is just a.s. convergence, right? Isn't your $W^k_t$ independent? | |
| Jan 12, 2014 at 22:14 | comment | added | Yue | That contributes to convergence in probability only but not P-a.s. | |
| Jan 12, 2014 at 14:35 | review | First posts | |||
| Jan 12, 2014 at 14:36 | |||||
| Jan 12, 2014 at 14:17 | history | answered | Thomson Tong | CC BY-SA 3.0 |