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Generalized Law of the Iterated Logarithm and Its Convergence Rate

โœ Scribed by Chen, Pingyan; Qi, Yongcheng


Book ID
120202268
Publisher
Taylor and Francis Group
Year
2007
Tongue
English
Weight
131 KB
Volume
25
Category
Article
ISSN
0736-2994

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๐Ÿ“œ SIMILAR VOLUMES


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