On strassen's version of the loglog law
β Scribed by J. Chover
- Publisher
- Springer
- Year
- 1967
- Tongue
- English
- Weight
- 383 KB
- Volume
- 8
- Category
- Article
- ISSN
- 1432-2064
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
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
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