On the logarithmic average of iterated p
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Endre Csáki; Antónia Földes
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Article
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1997
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Elsevier Science
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English
⚖ 481 KB
We prove almost sure convergence for the logarithmic average of f(W(X(t))/ip(t)), where f is a suitable function, ~b(t) is a norming factor, W is a Wiener process and X is a suitable process, independent of W. Particular attention is paid for the case when X is the local time of a Wiener process or