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
β¦ LIBER β¦
Exact rate of convergence in Strassen's law of the interated logarithm
β Scribed by Karl Grill
- Book ID
- 112469643
- Publisher
- Springer US
- Year
- 1992
- Tongue
- English
- Weight
- 225 KB
- Volume
- 5
- Category
- Article
- ISSN
- 0894-9840
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
On the rate of convergence in Strassen's
β
Karl Grill
π
Article
π
1987
π
Springer
π
English
β 198 KB
On Strassen's law of the iterated logari
β
P. SzΓΌsz; B. Volkmann
π
Article
π
1982
π
Springer
π
English
β 219 KB
Exact convergence rates for the bounded
β
Uwe Einmahl
π
Article
π
1992
π
Springer
π
English
β 672 KB
Strassenβ²s Law of the Iterated Logarithm
β
C.R. Rao
π
Article
π
1995
π
Elsevier Science
π
English
β 300 KB
A lim inf result in Strassen's law of th
β
Karl Grill
π
Article
π
1991
π
Springer
π
English
β 309 KB
Strassen's local law of the iterated log
β
Modeste N'Zi
π
Article
π
1997
π
Elsevier Science
π
English
β 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