Non-classical law of the iterated logarithm behaviour for trimmed sums (Q1102031): Difference between revisions
From MaRDI portal
Latest revision as of 17:02, 18 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Non-classical law of the iterated logarithm behaviour for trimmed sums |
scientific article |
Statements
Non-classical law of the iterated logarithm behaviour for trimmed sums (English)
0 references
1988
0 references
trimmed sums
0 references
law to time t. Assuming a stability condition on the drift and boundedness of the diffusion matrix, we derive an a priori estimate for this supremum, logarithmically increasing in time. Moreover, the rate of increase is shown to be optimal
0 references
