Large deviations and the Strassen theorem in Hölder norm (Q1193406)
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scientific article; zbMATH DE number 64572
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Large deviations and the Strassen theorem in Hölder norm |
scientific article; zbMATH DE number 64572 |
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Large deviations and the Strassen theorem in Hölder norm (English)
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27 September 1992
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Large deviation principle for the re-scaled Brownian motion (Schilder's theorem) is shown to hold in a non-separable Hölder's norm topology of exponent \(\alpha<1/2\). This implies that the famous Strassen's law of iterated logarithm holds true in a stronger version with convergence in Hölder's topology.
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Large deviation principle
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non-separable Hölder's norm topology
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law of iterated logarithm
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convergence in Hölder's topology
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