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Exact rate of convergence in Strassen's law of the interated logarithm

✍ Scribed by Karl Grill


Book ID
112469643
Publisher
Springer US
Year
1992
Tongue
English
Weight
225 KB
Volume
5
Category
Article
ISSN
0894-9840

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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

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