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Precise asymptotics in the law of the iterated logarithm*

✍ Scribed by Yuexu Zhao


Publisher
Springer
Year
2006
Tongue
English
Weight
130 KB
Volume
37
Category
Article
ISSN
1678-7714

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Precise asymptotics in laws of the itera
✍ Ji-Wei Wen; Li-Xin Zhang πŸ“‚ Article πŸ“… 2003 πŸ› Elsevier Science 🌐 English βš– 252 KB

In this paper, we study the asymptotic properties of the upper and lower tail probabilities of the maximum local time L \* (t) of Wiener process (Brownian motion), and obtain some precise asymptotics in the law of the iterated logarithm and the Chungs-type laws of the iterated logarithm for the supr