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scientific article; zbMATH DE number 1301689
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scientific article; zbMATH DE number 1301689 |
Statements
28 February 2000
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Brownian motion
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nondecreasing function
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0.9214221
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0.9130194
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0.9129442
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0.9110793
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0.91063267
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0.91046494
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Let \(\{B(t)\mid t\geq 0\}\) be a standard Brownian motion in \(\mathbb{R}^1\) and let \(a:(0,\infty)\to (0,\infty)\) be a nondecreasing function of \(T\) such that: (1) \(0< a(T)\leq T\) for \(0<T<\infty\); (2) \(a(T)/T\) is nonincreasing as \(T\to\infty\) or \(\lim_{T\to\infty}(a(T)/T)= \rho\), \(\rho\in (0,1]\). If \(\lim_{T\to\infty}\log(T/a(T))(\log\log T)^{-1}= \overline\omega\) or if \(\lim_{T\to\infty}\log(T/a(T))(\log\log T)^{-1}< \infty\), then \(\varlimsup_{T\to \infty} (a(\theta T)/a(T))< \infty\) for \(\theta>1\). On these terms, the author demonstrates that \[ \varliminf_{T\to\infty} \Biggl({\log(T/a(T))+ 2\log\log T\over a(T)}\Biggr)^{1/2} \sup_{T- a(T)\leq t\leq T} B(T)={\pi\over 2}\quad\text{a.s}. \] For the entire collection see [Zbl 0901.00049].
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