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Exact convergence rates for the bounded law of the iterated logarithm in Hilbert space

โœ Scribed by Uwe Einmahl


Publisher
Springer
Year
1992
Tongue
English
Weight
672 KB
Volume
92
Category
Article
ISSN
1432-2064

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On the rate of convergence in Strassen's
โœ Karl Grill ๐Ÿ“‚ Article ๐Ÿ“… 1987 ๐Ÿ› Springer ๐ŸŒ English โš– 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