DOI

We have found the limit ℒh = lim inf (log2 T)2/3 T → ∞ ∥W(T·)/(2T log2 T)1/2 - h∥ for a Wiener process W and a class of twice weakly differentiable functions h ∈ C[0, 1], thus solving the problem of the convergence rate in Chung's functional law for the so-called "slowest points". Our description is closely related to an interesting functional emerging from a large deviation problem for the Wiener process in a strip.

Original languageEnglish
Pages (from-to)399-420
Number of pages22
JournalJournal of Theoretical Probability
Volume12
Issue number2
DOIs
StatePublished - 1 Jan 1999

    Research areas

  • Large deviation, Wiener process

    Scopus subject areas

  • Statistics and Probability
  • Mathematics(all)
  • Statistics, Probability and Uncertainty

ID: 37011253