Some asymptotic results related to the law of iterated logarithm for Brownian motion

DOI10.1007/BF02218048zbMath0831.60045OpenAlexW2040766302MaRDI QIDQ1900167

Terence Chan

Publication date: 11 February 1996

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

Full work available at URL: https://doi.org/10.1007/bf02218048

zbMATH Keywords

random walkslarge deviations principlelaw of iterated logarithm

Mathematics Subject Classification ID

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

Related Items (1)

The occupation time related to the so–called iterated law of the iterated logarithm

Cites Work

• Rates of clustering in Strassen's LIL for Brownian motion
• The proportion of Brownian sojourn outside a moving boundary
• Exact rate of convergence in Strassen's law of the iterated logarithm
• Brownian first exit from and sojourn over one sided moving boundary and application
• A relation between Chung's and Strassen's laws of the iterated logarithm
• An invariance principle for the law of the iterated logarithm
• A note on the Borel-Cantelli lemma

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