Laws of the iterated logarithm for time changed Brownian motion with an application to branching processes (Q1068439)
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scientific article; zbMATH DE number 3932110
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Laws of the iterated logarithm for time changed Brownian motion with an application to branching processes |
scientific article; zbMATH DE number 3932110 |
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Laws of the iterated logarithm for time changed Brownian motion with an application to branching processes (English)
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1985
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Let \(\tau_ n\), \(n\geq 1\), be a sequence of nondecreasing sequences of random variables, and B(t) be the standard Brownian motion. The law of iterated logarithm for the sequence \((2\tau_ n\) \(\log_ 2\) \(\tau_ n)^{-1/2}B(\tau_ nt)\), \(0\leq t\leq 1\), \(n\geq 1\), is proved. Here the sequence \(\tau_ n\) may increase at a geometric rate. This result is applied to various quantities associated with the Galton-Watson process.
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Brownian motion
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law of iterated logarithm
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Galton-Watson process
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