Research output: Contribution to journal › Article › peer-review
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 language | English |
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Pages (from-to) | 399-420 |
Number of pages | 22 |
Journal | Journal of Theoretical Probability |
Volume | 12 |
Issue number | 2 |
DOIs | |
State | Published - 1 Jan 1999 |
ID: 37011253