Research output: Contribution to journal › Article › peer-review
Protuberance effect in the generalized functional Strassen-Révész law. / Deheuvels, P.; Lifshits, M. A.
In: Journal of Mathematical Sciences, Vol. 88, No. 1, 01.01.1998, p. 22-28.Research output: Contribution to journal › Article › peer-review
}
TY - JOUR
T1 - Protuberance effect in the generalized functional Strassen-Révész law
AU - Deheuvels, P.
AU - Lifshits, M. A.
PY - 1998/1/1
Y1 - 1998/1/1
N2 - 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.
AB - 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.
UR - http://www.scopus.com/inward/record.url?scp=54749141204&partnerID=8YFLogxK
U2 - 10.1007/BF02363258
DO - 10.1007/BF02363258
M3 - Article
AN - SCOPUS:54749141204
VL - 88
SP - 22
EP - 28
JO - Journal of Mathematical Sciences
JF - Journal of Mathematical Sciences
SN - 1072-3374
IS - 1
ER -
ID: 37011822