Rates of convergence for increments of Brownian motion

DOI10.1007/BF01076287zbMath0651.60039OpenAlexW2079584111MaRDI QIDQ1106540

J. Kuelb, Victor W. Goodman

Publication date: 1988

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

Full work available at URL: https://doi.org/10.1007/bf01076287

zbMATH Keywords

Gaussian measureStrassen's law of the iterated logarithmlower tail distributionmoving averages of Brownian motions

Mathematics Subject Classification ID

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

Related Items

Rates of clustering for some Gaussian self-similar processes, Rates of clustering in Strassen's LIL for Brownian motion

Cites Work

• Unnamed Item
• Unnamed Item
• Characteristics of normal samples
• On the lower tail of Gaussian seminorms
• Some results on the LIL in Banach space with applications to weighted empirical processes
• A strong convergence theorem for Banach space valued random variables
• On the speed of convergence in Strassen's law of the iterated logarithm
• Small deviations in the functional central limit theorem with applications to functional laws of the iterated logarithm
• Sur l’intégrabilité des vecteurs gaussiens
• [https://portal.mardi4nfdi.de/wiki/Publication:3339856 On the functional form of L�vy's modulus of continuity for Brownian motion]
• Limit theorems for moving averages of independent random vectors
• On the tail behavior of sums of independent random variables
• The Law of the Iterated Logarithm for Brownian Motion in a Banach Space
• An invariance principle for the law of the iterated logarithm
• Regularly varying functions