Non-classical law of the iterated logarithm behaviour for trimmed sums (Q1102031)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Non-classical law of the iterated logarithm behaviour for trimmed sums |
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Non-classical law of the iterated logarithm behaviour for trimmed sums (English)
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1988
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trimmed sums
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law to time t. Assuming a stability condition on the drift and boundedness of the diffusion matrix, we derive an a priori estimate for this supremum, logarithmically increasing in time. Moreover, the rate of increase is shown to be optimal
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