Precise asymptotics in laws of the iterated logarithm for Wiener local time.

DOI10.1016/S0167-7152(03)00142-1zbMath1113.60305OpenAlexW2019269324MaRDI QIDQ1423133

Ji-Wei Wen, Zhang, Lixin

Publication date: 14 February 2004

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-7152(03)00142-1

zbMATH Keywords

Brownian motionLaw of the iterated logarithmLocal timePrecise asymptotics

Mathematics Subject Classification ID

Gaussian processes (60G15) Brownian motion (60J65) Functional limit theorems; invariance principles (60F17)

Related Items (3)

Some limit properties of local time for random walk ⋮ Precise rates in the law of the iterated logarithm for \(R/S\) statistics ⋮ Asymptotic properties for Cauchy's principal values of Brownian and random walk local time

Cites Work

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• How small are the increments of the local time of a Wiener process?
• An integral test for the supremum of Wiener local time
• Precise asymptotics in the law of the iterated logarithm.
• An iterated logarithm law for local time

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