Strassen's law for local time

DOI10.1007/BF00534174zbMath0516.60031MaRDI QIDQ3664129

Carl E. Mueller

Publication date: 1983

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

zbMATH Keywords

law of the iterated logarithmoccupation measureinvariance principlelocal time

Mathematics Subject Classification ID

Strong limit theorems (60F15) Brownian motion (60J65) Functional limit theorems; invariance principles (60F17) Local time and additive functionals (60J55)

Related Items

Large deviations and functional law of the iterated logarithm for random processes ⋮ The small-time Chung-Wichura law for Lévy processes with non-vanishing Brownian component ⋮ A connection between Strassen's and Donsker-Varadhan's laws of the iterated logarithm ⋮ Large deviations and functional iterated logarithm law for diffusion processes

Cites Work

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• An iterated logarithm law for local time
• On laws of the iterated logarithm for local times
• An invariance principle for the law of the iterated logarithm
• On the Maximum Partial Sums of Sequences of Independent Random Variables