A connection between Strassen's and Donsker-Varadhan's laws of the iterated logarithm

DOI10.1007/BF01312216zbMath0691.60028OpenAlexW2030994518MaRDI QIDQ582684

Carl E. Mueller

Publication date: 1991

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01312216

zbMATH Keywords

functional laws of the iterated logarithm

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17)

Related Items (2)

Patterns in Sinai's walk ⋮ The small-time Chung-Wichura law for Lévy processes with non-vanishing Brownian component

Cites Work

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• Small deviations in the functional central limit theorem with applications to functional laws of the iterated logarithm
• An iterated logarithm law for local time
• Strassen's law for local time
• A relation between Chung's and Strassen's laws of the iterated logarithm
• An invariance principle for the law of the iterated logarithm
• On the Maximum Partial Sums of Sequences of Independent Random Variables
• Nonlinear Transformations of Volterra Type in Wiener Space

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