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 |
|---|---|
| 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