On the rate of convergence in Strassen's law of the iterated logarithm

DOI10.1007/BF00363517MaRDI QIDQ1075679zbMATH OpenFDO

Authors Karl Grill

Publication date 1987

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF00363517

zbMATH Keywords

rate of convergenceStrassen's law of the iterated logarithm

Mathematics Subject Classification ID

Strong limit theorems (60F15) Brownian motion (60J65)

Review text

Let W(t) be a standard Wiener process and let \({\mathcal S}\) be the compact class figuring in Strassen's law of the iterated logarithm. We investigate the rate of convergence to zero of the variable \[ \inf_{f\in {\mathcal S}}\sup_{0\leq x\leq 1}| W(xT)(2T \log \log T)^{-1/2}-\quad f(x)|. \] It is shown that as \(T\to \infty\), (log log T)\({}^{-\alpha}\) belongs to the upper class of this variable if \(\alpha <2/3\), and to the lower class if \(\alpha >2/3\).

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Cites work

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