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.
|Number of pages||14|
|Journal||Annales de l'institut Henri Poincare (B) Probability and Statistics|
|Publication status||Published - 1 Jan 2002|
Scopus subject areas
- Statistics and Probability
- Statistics, Probability and Uncertainty