Exact rates of convergence of functional limit theorems for Csörgő-Révész increments of a Wiener process.

DOI10.1007/s10114-002-0185-7zbMath1033.60043OpenAlexW2076290266MaRDI QIDQ1565990

N. Delaunay

Publication date: 18 March 2004

Published in: Acta Mathematica Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10114-002-0185-7

zbMATH Keywords

Wiener processStrassen's law of the iterated logarithmCsörgő-Révész increment

Mathematics Subject Classification ID

Gaussian processes (60G15) Strong limit theorems (60F15) Brownian motion (60J65) Sample path properties (60G17)

Related Items (3)

Local functional limit theorems of increments for Brownian motion ⋮ Moderate deviations and functional limits for random processes with stationary and independent increments ⋮ Functional limit theorems for \(d\)-dimensional FBM in Hölder norm

Cites Work

• Rates of clustering for some Gaussian self-similar processes
• 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
• A relation between Chung's and Strassen's laws of the iterated logarithm
• An approximation of partial sums of independent RV's, and the sample DF. II
• An approximation of partial sums of independent RV'-s, and the sample DF. I
• A generalization of Strassen's functional law of iterated logarithm
• An invariance principle for the law of the iterated logarithm

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