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The Strassen law of iterated logarithm for combinatorial assemblies

✍ Scribed by J. Norkūnienė


Publisher
Springer
Year
2007
Tongue
English
Weight
93 KB
Volume
47
Category
Article
ISSN
0363-1672

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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