Exact rate of convergence in Strassen's law of the iterated logarithm (Q1185803)

From MaRDI portal
Revision as of 17:12, 14 July 2023 by Importer (talk | contribs) (‎Created a new Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
Exact rate of convergence in Strassen's law of the iterated logarithm
scientific article

    Statements

    Exact rate of convergence in Strassen's law of the iterated logarithm (English)
    0 references
    0 references
    28 June 1992
    0 references
    Let be \(\eta_ T(t)=W(Tt)/\sqrt{2T \log \log T}\), where \(W(t)\) is a standard Wiener process on \((\Omega,{\mathcal F},P)\), \(t\in[0,1]\), and \({\mathcal S}=\{f(t)=\int_ 0^ t g(u)du:\int_ 0^ 1 g^ 2(u)du\leq 1\}\). The author proves that \(0<\limsup_{T\to\infty}(\log \log T)^{2/3}d(T)<\infty\), where \(d(T)=\inf\{\|\eta_ T-f\|_ \infty:\;f\in{\mathcal S}\}\).
    0 references
    Strassens law of iterated logarithm
    0 references
    Wiener process
    0 references

    Identifiers