Some exact rates in the functional law of the iterated logarithm

DOI10.1016/S0246-0203(02)01131-7zbMath1018.60030OpenAlexW179779512MaRDI QIDQ1863422

Philippe Berthet, Mikhail Lifshits

Publication date: 11 March 2003

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIHPB_2002__38_6_811_0

zbMATH Keywords

Wiener processBrownian motionsmall ball probabilitiesexact convergence rateChung's lawfunctional laws

Mathematics Subject Classification ID

Gaussian processes (60G15) General second-order stochastic processes (60G12) Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17)

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