Chung's law for homogeneous Brownian functionals
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Publication:976557
DOI10.1216/RMJ-2010-40-2-561zbMath1210.60029arXiv0704.3519OpenAlexW1988026292MaRDI QIDQ976557
Publication date: 14 June 2010
Published in: Rocky Mountain Journal of Mathematics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0704.3519
large deviation probabilityself-similarityfunctional of Brownian motionfirst-exit timeChung's law of the iterated logarithmsmall ball probabilities
Strong limit theorems (60F15) Brownian motion (60J65) Large deviations (60F10) Local time and additive functionals (60J55)
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- On the First Exit Time of a Completely Asymmetric Stable Process from a Finite Interval
- On the Maximum Partial Sums of Sequences of Independent Random Variables
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