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Functional local law of the iterated logarithm for geometrically weighted random series

✍ Scribed by George Stoica

Publisher
Elsevier Science
Year
2003
Tongue
English
Weight
122 KB
Volume
62
Category
Article
ISSN
0167-7152

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✦ Synopsis

The paper proves a functional local law of the iterated logarithm and a moderate deviation principle for properly normalized geometrically weighted random series of centered independent normal real random variables with variances satisfying Kolmogorov's conditions. The methodology used here allows an uniΓΏed treatment, extends and gives the exact rate of convergence in the pointwise laws previously proved by Zhang (Ann.

πŸ“œ SIMILAR VOLUMES

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✍ 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