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Latest revision as of 11:16, 30 July 2024

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The Strassen law of the iterated logarithm in Banach function spaces
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    The Strassen law of the iterated logarithm in Banach function spaces (English)
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    16 June 1996
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    Le problème posé par plusieurs auteurs, tels \textit{P. Deheuvels} et \textit{M. A. Lifshits} [Probab. Theory Relat. Fields 97, No. 1/2, 151-167 (1993; Zbl 0793.60037)], pour les normes sur \(C([0, 1])\), est celui des espaces de trajectoires \(\mathbb{B} (t)\) du mouvement brownien standard, qui vérifient la loi du logarithme itéré. Il est ici résolu pour les Banach \(\mathbb{F}'\) qui sont ``associés continus pour l'ordre'' d'espaces \(\mathbb{F} = \mathbb{F} ((0, \infty), \mu)\). \(\mathbb{F}\) est un espace de (classes \(\mu \sim)\) de fonctions réelles sur \(T = (0, \infty)\), muni de la mesure \(\mu \sigma\)-finie. On suppose seulement que \(|g |\leq |f |\Rightarrow |g |_F \leq |f |_F\). On suppose que ((4.1)), \(\mathbb{F}'\) porte p.s. les trajectoires \(\mathbb{B}\). Alors Théorème 4.1. Les trajectoires \(\mathbb{Z}_n (t) = \mathbb{B} (nt)/ \sqrt {nLLn}\) s'accumulent \((n \to \infty)\) sur \[ {\mathcal S}=\left \{\int^t_0 \psi (u) du : {1 \over 2} \int^\infty_0 \psi^2 (u)du \leq 1 \right\}. \] Plus précisément \(\mathbb{Z}_n (t)\) est relativement compact dans \(\mathbb{F}'\), p.s. et \({\mathcal S}\) est l'ensemble de ses points limites. Suivant une variante de propriétés connues, si (et seulement si) \(\mathbb{F}'\) ne contient pas \(\ell^n_\infty\) uniformément, la condition (4.1) équivaut à: \(\sqrt t \in \mathbb{F}'\). La preuve du théorème utilise la méthode des grandes déviations [cf. \textit{R. Azencott}, in: Ecole d'été de probabilités de Saint-Flour VIII-1978. Lect. Notes Math. 774, 1-176 (1980; Zbl 0435.60028)].
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    law of the iterated logarithm
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    Brownian motion
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    Banach function space
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