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Theory and applications of probability and stochastic processes: e.g. central limit theorems, large deviations, stochastic differential equations, models from statistical mechanics, queuing theory.

2 votes

Question about infinite-dimensional BM

I have not done the computation, but shouldn't you be able to compute $P(\sup_{t\geq 0}(-\Lambda t+\sqrt{\sigma_k}W_t^k)\geq a)$ for each fixed $a$ and $k$, then apply Borel-Cantelli?
Thomson Tong's user avatar