𝔖 Bobbio Scriptorium
✦   LIBER   ✦

On Strassen's law of the iterated logarithm

✍ Scribed by P. Szüsz; B. Volkmann

Publisher
Springer
Year
1982
Tongue
English
Weight
219 KB
Volume
61
Category
Article
ISSN
1432-2064

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

On the rate of convergence in Strassen's
On the rate of convergence in Strassen's law of the iterated logarithm
✍ Karl Grill 📂 Article 📅 1987 🏛 Springer 🌐 English ⚖ 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

Strassen's local law of the iterated log
Strassen's local law of the iterated logarithm for Lévy's area
✍ Modeste N'Zi 📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 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