Some extract rates in the functional law of the iterated logarithm

Philippe Berthet, Mikhail Lifshits

Research output

6 Citations (Scopus)

Abstract

We find exact convergence rate in the Strassen's functional law of the iterated logarithm for a class of elements on the boundary of the limit set. Our result applies, in particular, to the power functions cαxα with α ∈ ]1/2, 1[, thus solving a small ball estimate problem which was open for ten years.

Original languageEnglish
Pages (from-to)811-824
Number of pages14
JournalAnnales de l'institut Henri Poincare (B) Probability and Statistics
Volume38
Issue number6
DOIs
Publication statusPublished - 1 Jan 2002

Scopus subject areas

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

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