Large deviations and the Strassen theorem in Hölder norm (Q1193406): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 02:28, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Large deviations and the Strassen theorem in Hölder norm |
scientific article |
Statements
Large deviations and the Strassen theorem in Hölder norm (English)
0 references
27 September 1992
0 references
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.
0 references
Large deviation principle
0 references
non-separable Hölder's norm topology
0 references
law of iterated logarithm
0 references
convergence in Hölder's topology
0 references
