Large deviations and the Strassen theorem in Hölder norm
type: Item
instance of: scholarly article
title: Large deviations and the Strassen theorem in Hölder norm
zbMATH Open document ID: 0757.60014
DOI: 10.1016/0304-4149(92)90033-M
author: Paolo Baldi
author: Gerard Ben Arous
author: Gérard Kerkyacharian
published in: Stochastic Processes and their Applications
publication date: 1992-09-27T00:00:00Z
review text: 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.
Mathematics Subject Classification ID: 60F10
Mathematics Subject Classification ID: 60F15
zbMATH DE Number: 64572
zbMATH Keywords: Large deviation principle
zbMATH Keywords: non-separable Hölder's norm topology
zbMATH Keywords: law of iterated logarithm
zbMATH Keywords: convergence in Hölder's topology
reviewed by: Włodek Bryc
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 64572