Some asymptotic results related to the law of iterated logarithm for Brownian motion

DOI10.1007/BF02218048MaRDI QIDQ1900167zbMATH OpenOpenAlexFDO

Authors Terence Chan

Publication date 11 February 1996

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

Full work available at URL https://doi.org/10.1007/bf02218048

zbMATH Keywords

large deviations principlelaw of iterated logarithmrandom walks

Mathematics Subject Classification ID

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

Recommendations

• Iterated law of iterated logarithm
• Large deviations and Strassen's limit points of Brownian local time processes
• Large deviations related to the law of the iterated logarithm for Itô diffusions
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Cites work

• A note on the Borel-Cantelli lemma
• A relation between Chung's and Strassen's laws of the iterated logarithm
• An invariance principle for the law of the iterated logarithm
• Brownian first exit from and sojourn over one sided moving boundary and application
• Exact rate of convergence in Strassen's law of the iterated logarithm
• Rates of clustering in Strassen's LIL for Brownian motion
• The proportion of Brownian sojourn outside a moving boundary

Cited in

(10)

• Addendum to: An iterated logarithm law for families of Brownian paths
• A uniform law of iterated logarithm for Brownian motion on compact Riemannian manifolds
• Large deviations and Strassen's limit points of Brownian local time processes
• A large deviations principle related to the strong arc-sine law
• Large deviations related to the law of the iterated logarithm for Itô diffusions
• An extreme-value analysis of the LIL for Brownian motion
• A law of iterated logarithm for occupation time of Brownian motion in \(l_2\)
• scientific article; zbMATH DE number 3923771 (Why is no real title available?)
• scientific article; zbMATH DE number 1163912 (Why is no real title available?)
• The occupation time related to the so–called iterated law of the iterated logarithm

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