Extensions of functional LIL w.r.t. (\(r, p\))-capacities on Wiener space

DOI10.1016/j.spl.2006.09.001zbMath1114.60061OpenAlexW2053217688MaRDI QIDQ876998

Xiong Chen, Narayanaswamy Balakrishnan

Publication date: 19 April 2007

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2006.09.001

zbMATH Keywords

functional law of the iterated logarithm\((rp)\)-Capacities on Wiener space

Mathematics Subject Classification ID

Brownian motion (60J65) Functional limit theorems; invariance principles (60F17)

Related Items (1)

Quasi sure local convergence rate of a Brownian motion in the Hölder norm

Cites Work

• Large deviations and the Strassen theorem in Hölder norm
• A large deviation principle for \((r,p)\)-capacities on the Wiener space
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