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
StatePublished - 1 Jan 2002

    Research areas

  • Brownian motion, Small ball probabilities, Strassen's and Chung's functional laws

    Scopus subject areas

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

ID: 37010981