Large deviations and the Strassen theorem in Hölder norm
Large deviation principle for the re-scaled Brownian motion (Schilder's theorem) is shown to hold in a non-separable Hölder's norm topology of exponent \(\alpha<1/2\). This implies that the famous Strassen's law of iterated logarithm holds true in a stronger version with convergence in Hölder's topology.
scientific article; zbMATH DE number 64572