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The law of the Iterated Logarithm for Cesaro’s and Abel’s Methods of Summation

✍ Scribed by Gaposhkin, V. F.


Book ID
118224403
Publisher
Society for Industrial and Applied Mathematics
Year
1965
Tongue
English
Weight
612 KB
Volume
10
Category
Article
ISSN
0040-585X

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Strassen's local law of the iterated log
✍ 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