Strassen-type functional laws for strong topologies
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Let \(W(\cdot)\) denote a Wiener process. The functional law of the iterated logarithm due to \textit{V. Strassen} [Z. Wahrscheinlichkeitstheorie Verw. Geb. 3, 211-226 (1964; Zbl 0132.129)] establishes that the sequence \(\{(2nLLn)^{-1/2}W(ns)\}\) of functions of \(s\in[0,1]\) is almost surely compact in the uniform topology, and gives a simple description of the corresponding limit set. We obtain a general characterization of the topologies under which this statement remains valid.
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- Publication:5751668
- scientific article; zbMATH DE number 1301694
Cites work
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Cited in
(10)- Small ball probabilities for a Wiener process under weighted sup-norms, with an application to the supremum of Bessel local times
- Strong laws for local quantile processes
- Random fractals generated by oscillations of the uniform empirical process
- The Strassen law of the iterated logarithm in Banach function spaces
- Strassen-type laws for independent random walks
- On the history of St. Petersburg school of probability and mathematical statistics. II: Random processes and dependent variables
- scientific article; zbMATH DE number 1191110 (Why is no real title available?)
- Nonstandard strong laws for local quantile processes
- Strassen laws of iterated logarithm for partially observed processes
- On the coverage of Strassen-type sets by sequences of Wiener processes
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