A relation between Chung's and Strassen's laws of the iterated logarithm
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Publication:3883219
DOI10.1007/BF00534347zbMath0441.60027OpenAlexW125060814MaRDI QIDQ3883219
Publication date: 1980
Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf00534347
Related Items (33)
A functional LIL for symmetric stable processes. ⋮ Rates of clustering in Strassen's LIL for partial sum processes ⋮ Small ball probabilities for Gaussian processes with stationary increments under Hölder norms ⋮ Small values of Gaussian processes and functional laws of the iterated logarithm ⋮ Lower functions and Chung's LILs of the generalized fractional Brownian motion ⋮ Clustering behavior of finite variance partial sum processes ⋮ Some asymptotic results related to the law of iterated logarithm for Brownian motion ⋮ Local functional limit theorems of increments for Brownian motion ⋮ Limit laws for the modulus of continuity of the partial sum process and for the Shepp statistic ⋮ A random walk through Canadian contributions on empirical processes and their applications in probability and statistics ⋮ Some singular sample path properties of a multiparameter fractional Brownian motion ⋮ Kernel spatial density estimation in infinite dimension space ⋮ Module d'oscillation fonctionnel de quelques processus réels. (Functional oscillation modulus of some real random processes) ⋮ Small deviations for the Poisson process ⋮ Functional Chung laws for small increments of the empirical process and a lowerbound in the strong invariance principle ⋮ Chung's law for additive functionals of positive recurrent Markov chains ⋮ Small deviations for the Poisson process ⋮ An almost sure functional limit theorem at zero for a class of Lévy processes normed by the square root function, and applications ⋮ A generalization of strassen's functional LIL ⋮ Small ball estimates for Brownian motion and the Brownian sheet ⋮ Some exact equivalents for Brownian motion in Hölder norm ⋮ The rate of convergence in the functional limit theorem for increments of a Brownian motion ⋮ Inner rates of coverage of Strassen type sets by increments of the uniform empirical and quantile processes ⋮ Kernel density estimator in an infinite-dimensional space with a rate of convergence in the case of diffusion process. ⋮ [https://portal.mardi4nfdi.de/wiki/Publication:3339856 On the functional form of L�vy's modulus of continuity for Brownian motion] ⋮ Chung's law for homogeneous Brownian functionals ⋮ 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 ⋮ Kernel regression estimation in a Banach space ⋮ A lim inf result in Strassen's law of the iterated logarithm ⋮ Rates of clustering in Strassen's LIL for Brownian motion ⋮ Exact rates of convergence of functional limit theorems for Csörgő-Révész increments of a Wiener process. ⋮ Kernel regression estimation when the regressor takes values in metric space
Cites Work
- On the speed of convergence in Strassen's law of the iterated logarithm
- Transformations of Wiener integrals under translations
- The Integral of a Symmetric Unimodal Function over a Symmetric Convex Set and Some Probability Inequalities
- An invariance principle for the law of the iterated logarithm
- On the Maximum Partial Sums of Sequences of Independent Random Variables
- Unnamed Item
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