Rates of convergence for increments of Brownian motion

DOI10.1007/BF01076287zbMATH Open0651.60039OpenAlexW2079584111MaRDI QIDQ1106540FDOQ1106540

J. Kuelb, Victor W. Goodman

Publication date: 1988

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01076287

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zbMATH Keywords

Gaussian measureStrassen's law of the iterated logarithmlower tail distributionmoving averages of Brownian motions

Mathematics Subject Classification ID

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

Cites Work

• Regularly varying functions
• On the lower tail of Gaussian seminorms
• An invariance principle for the law of the iterated logarithm
• Title not available (Why is that?)
• Title not available (Why is that?)
• Some results on the LIL in Banach space with applications to weighted empirical processes
• Characteristics of normal samples
• On the tail behavior of sums of independent random variables
• Small deviations in the functional central limit theorem with applications to functional laws of the iterated logarithm
• A strong convergence theorem for Banach space valued random variables
• Limit theorems for moving averages of independent random vectors
• On the speed of convergence in Strassen's law of the iterated logarithm
• The Law of the Iterated Logarithm for Brownian Motion in a Banach Space
• On the functional form of L�vy's modulus of continuity for Brownian motion
• Sur l’intégrabilité des vecteurs gaussiens

Cited In (12)

• Rate of convergence in the functional law of the iterated logarithm with non-standard normalizing factors
• On the sample paths of diagonal Brownian motions on the infinite dimensional torus
• Convex-invariant means and a pathwise central limit theorem
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Rates of clustering for some Gaussian self-similar processes
• Rate of convergence of uniform transport processes to a Brownian sheet
• Convergence rates for the full Brownian rough paths with applications to limit theorems for stochastic flows
• The rate of quasi sure convergence in the functional limit theorem for increments of a Brownian motion
• Rates of clustering in Strassen's LIL for Brownian motion
• Rate of strong convergence to Markov-modulated Brownian motion

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