Some remarks on a question of Strassen
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Strassen's original functional law of the iterated logarithm for partial sums and Brownian motion examined convergence and clustering in the sup-norm. Here we address what happens if we use the much larger \(H\)-norm. We provide the answer to a query which appeared at the end of Strassen's original paper, and also present several contrasting results which are shown to be essentially best possible.
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- Gaussian samples approach ``smooth points slowest
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- Rates of clustering in Strassen's LIL for Brownian motion
- Rates of clustering in Strassen's LIL for partial sum processes
- Small deviations in the functional central limit theorem with applications to functional laws of the iterated logarithm
- Strong invariance principles for partial sums of independent random vectors
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