On the lower limits of maxima and minima of wiener process and partial sums

DOI10.1007/BF00536203zbMath0372.60113MaRDI QIDQ4148753

Endre Csáki

Publication date: 1978

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

Mathematics Subject Classification ID

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

Related Items (19)

On the other law of the iterated logarithm ⋮ Boundary crossings and the distribution function of the maximum of Brownian sheet. ⋮ On the other LIL for variables without finite variance ⋮ Capacity of the range of branching random walks in low dimensions ⋮ On the large values of the Wiener process ⋮ Lower functions and Chung's LILs of the generalized fractional Brownian motion ⋮ A Chung type law of the iterated logarithm for subsequences of a Wiener process ⋮ A joint integral test for the locations of extrema for Brownian motion ⋮ Vague convergence of sums of independent random variables ⋮ Random walk in mixed random environment without uniform ellipticity ⋮ Precise asymptotics in Chung's law of the iterated logarithm ⋮ Logarithmic speeds for one-dimensional perturbed random walks in random environments ⋮ The small-time Chung-Wichura law for Lévy processes with non-vanishing Brownian component ⋮ Some \(\liminf\) results for two-parameter processes ⋮ Strong laws of large numbers for the sequence of the maximum of partial sums of i.i.d. random variables ⋮ Law of the iterated logarithm for oscillating random walks conditioned to stay non-negative. ⋮ Windings of Brownian motion and random walks in the plane ⋮ Lyapunov functions for random walks and strings in random environment ⋮ Simple random walk on the line in random environment

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• On the concentration function of a sum of independent random variables
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