A uniform law of iterated logarithm for Brownian motion on compact Riemannian manifolds (Q1105905): Difference between revisions

Using a general result of \textit{W. Philipp} [Mem. Amer. math. Soc. 114 (1971; Zbl 0224.10052)] we prove that \[ \limsup _{T\to \infty}T D_ T(x(t))/\sqrt{2T \log \log T}=const>0 \] for almost all trajectories x(t) starting at a given point \(w=x(0)\); \(D_ T(x(t))\) denotes the discrepancy of x(t) on the compact connected Riemannian manifold X. Thus a theorem of \textit{O. Stackelberg} [Indiana Univ. Math. J. 21, 515-528 (1971; Zbl 0218.60034)] concerning the one-dimensional torus is generalized.