A connection between Strassen's and Donsker-Varadhan's laws of the iterated logarithm

DOI10.1007/BF01312216MaRDI QIDQ582684zbMATH OpenOpenAlexFDO

Authors Carl Mueller

Publication date 1991

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

Full work available at URL https://doi.org/10.1007/bf01312216

zbMATH Keywords

functional laws of the iterated logarithm

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17)

Review text

A connection is given between various functional laws of the iterated logarithm for Brownian motion due to Donsker and Varadhan, Csáki, Chung, Strassen, and the author.

Cites work

• A relation between Chung's and Strassen's laws of the iterated logarithm
• An invariance principle for the law of the iterated logarithm
• An iterated logarithm law for local time
• scientific article; zbMATH DE number 3521317 (Why is no real title available?)
• scientific article; zbMATH DE number 3206627 (Why is no real title available?)
• Nonlinear Transformations of Volterra Type in Wiener Space
• On the Maximum Partial Sums of Sequences of Independent Random Variables
• Small deviations in the functional central limit theorem with applications to functional laws of the iterated logarithm
• Strassen's law for local time

Cited in

(3)

• Necessary and sufficient conditions for the Strassen law of the iterated logarithm in nonuniform topologies
• Patterns in Sinai's walk
• The small-time Chung-Wichura law for Lévy processes with non-vanishing Brownian component

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