Rates of clustering in Strassen's LIL for Brownian motion

DOI10.1007/BF01258738zbMATH Open0724.60034OpenAlexW2023588110MaRDI QIDQ757974FDOQ757974

Victor W. Goodman, Jim Kuelbs

Publication date: 1991

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

Full work available at URL: https://doi.org/10.1007/bf01258738

zbMATH Keywords

Brownian motionrates of clustering

Mathematics Subject Classification ID

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

Cites Work

• An invariance principle for the law of the iterated logarithm
• On the almost sure behavior of sums of iid random variables in Hilbert space
• Characteristics of normal samples
• A relation between Chung's and Strassen's laws of the iterated logarithm
• Rates of convergence for increments of Brownian motion
• On the rate of convergence in Strassen's law of the iterated logarithm
• On the speed of convergence in Strassen's law of the iterated logarithm

Cited In (13)

• New Gaussian estimates for enlarged balls
• Exact rate of convergence in Strassen's law of the iterated logarithm
• Some asymptotic results related to the law of iterated logarithm for Brownian motion
• Rates of clustering in Strassen's LIL for partial sum processes
• Brownian directed polymers in random environment
• Some remarks on a question of Strassen
• Title not available (Why is that?)
• Localization transition for polymers in Poissonian medium
• Clustering behavior of finite variance partial sum processes
• Rates of clustering for some Gaussian self-similar processes
• A functional modulus of continuity for a Wiener process
• A lim inf result in Strassen's law of the iterated logarithm
• Exact convergence rates for the bounded law of the iterated logarithm in Hilbert space

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