Protuberance effect in the generalized functional Strassen-Révész law

P. Deheuvels, M. A. Lifshits

Research output

Abstract

The set of increments of the Wiener process VT = {a-1/2 [W(τ + aT ·) - W(τ)]/LT, 0 ≤ τ ≤ T - aT}, where aT ∈ (0, T) and LT = (2 [log(T/aT) + loglog T]1/2 is considered. Under the assumption log(T/aT)/loglog T → c, the set VT oscillates between bK and K, where b = [c/(c + 1)1/2 and K is the Strassen ball.

Original languageEnglish
Pages (from-to)22-28
Number of pages7
JournalJournal of Mathematical Sciences
Volume88
Issue number1
DOIs
Publication statusPublished - 1 Jan 1998

Scopus subject areas

  • Statistics and Probability
  • Mathematics(all)
  • Applied Mathematics

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