Some remarks on a question of Strassen (Q1908545): Difference between revisions
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Latest revision as of 11:44, 30 July 2024
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English | Some remarks on a question of Strassen |
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Some remarks on a question of Strassen (English)
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27 May 1996
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Strassen's original functional law of the iterated logarithm for partial sums and Brownian motion examined convergence and clustering in the sup-norm. Here we address what happens if we use the much larger \(H\)-norm. We provide the answer to a query which appeared at the end of Strassen's original paper, and also present several contrasting results which are shown to be essentially best possible.
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functional law of the iterated logarithm
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Brownian motion
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