Precise asymptotics in laws of the itera
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Ji-Wei Wen; Li-Xin Zhang
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Article
📅
2003
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Elsevier Science
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English
⚖ 252 KB
In this paper, we study the asymptotic properties of the upper and lower tail probabilities of the maximum local time L \* (t) of Wiener process (Brownian motion), and obtain some precise asymptotics in the law of the iterated logarithm and the Chungs-type laws of the iterated logarithm for the supr