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Yue
  • Member for 11 years, 2 months
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Question about infinite-dimensional BM
$\mathbb{P}$-a.s. Convergence of the subsequence is not what I want for...
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Question about infinite-dimensional BM
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 $\mathbb{P}-a.s.$....
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Question about infinite-dimensional BM
That contributes to convergence in probability only but not P-a.s.
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The supreme distribution of Brownian motion increment
How about $\lim_{t\to 0}\sup_{s}\theta_s(W_t)$?
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The supreme distribution of Brownian motion increment
I wonder what is the distribution for $\lim_{s\to \infty}\theta_s W_t$.
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The supreme distribution of Brownian motion increment
We can consider s range over a finite domain first, say, $s\in [0,T-t]$?
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Does the strong law of Large Number hold for an infinite dimensional Brownian motion?
Really neat, but could we develop the problem more detailed, by which I mean does the subadditive ergodic theorem help with the Law of the iterated logarithm for infinite dimensional BM?
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