Non-classical law of the iterated logarithm behaviour for trimmed sums
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Publication:1102031
DOI10.1007/BF00322025zbMath0643.60026MaRDI QIDQ1102031
Publication date: 1988
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
trimmed sums; 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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