𝔖 Bobbio Scriptorium
✦   LIBER   ✦

A lim inf result in Strassen's law of the iterated logarithm

✍ Scribed by Karl Grill


Publisher
Springer
Year
1991
Tongue
English
Weight
309 KB
Volume
89
Category
Article
ISSN
1432-2064

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Strassen's local law of the iterated log
✍ Modeste N'Zi πŸ“‚ Article πŸ“… 1997 πŸ› Elsevier Science 🌐 English βš– 288 KB

We prove a Strassen's law of the iterated logarithm at zero for L&y's area process. Contrary to the Brownian case, the time inversion argument doesn't seem to work. Here, the main tool in the proof is large deviations estimates for diffusion processes with small diffusion coefficients. Loi locale

On the rate of convergence in Strassen's
✍ Karl Grill πŸ“‚ Article πŸ“… 1987 πŸ› Springer 🌐 English βš– 198 KB

Let W(t) be a standard Wiener process and let 5 p be the compact class figuring in Strassen's law of the iterated logarithm. We investigate the rate of convergence to zero of the variable It is shown that as T~oo, (loglog T) -~ belongs to the upper class of this variable if e<~, and to the lower cl