Large deviations and the Strassen theorem in Hölder norm (Q1193406): Difference between revisions

Large deviation principle for the re-scaled Brownian motion (Schilder's theorem) is shown to hold in a non-separable Hölder's norm topology of exponent \(\alpha<1/2\). This implies that the famous Strassen's law of iterated logarithm holds true in a stronger version with convergence in Hölder's topology.