On the coverage of Strassen-type sets by sequences of Wiener processes (Q685727)

The authors consider a problem motivated by the following physical model. Let \(\{W_ i(t),\;t \geq 0\}\), \(i \geq 1\), be a sequence of standard Wiener processes, each of which describes a trajectory of particles in the exhaust system of a rocket. Take now a large number of \(\kappa\) of such processes and give to the set of random functions \(\{W_ i(t),\;t \geq 0\}\), \(1\leq i \leq \kappa\), the physical image of \(\kappa\) plums of particles left behind by the rocket in space. We seek an appropriate description of the area in which these rocket plums vary. This question has been studied by \textit{R. LePage} and \textit{B. M. Schreiber} [Z. Wahrscheinlichkeitstheorie Verw. Geb. 70, 341-344 (1985; Zbl 0573.60031)] who showed that it was closely related to the \textit{V. Strassen} functional law of the iterated logarithm [ibid. 3, 211-226 (1964; Zbl 0132.129)]. The authors consider the limiting behaviour as \(T\to\infty\) of the random set of functions defined by \[ {\mathbf F}_ T=\Bigl\{ \bigl( 2T \{\log \kappa_ T+\log \log T\} \bigl)^{-1/2}W_ i(T_ s),\;0 \leq s \leq 1,\;1\leq i \leq \kappa_ T\Bigl\}, \] where \(\kappa_ T\) is a function of \(T\). Under suitable assumptions imposed upon \(\kappa_ T\), the authors show that \({\mathbf F}_ T\) covers asymptotically (in the sense of the Hausdorff set-metric induced by the sup-norm distance) Strassen-type sets equal, up to a multiplicative constant, to the limit set of functions obtained in the classical functional law of the iterated logarithm. Extensions of these results to arrays and increments of Wiener processes in the range studied by \textit{S. A. Book} and \textit{T. R. Shore} [ibid. 46, 1-11 (1978; Zbl 0373.60041)] are also provided.