Research output: Contribution to journal › Article › peer-review
Some extract rates in the functional law of the iterated logarithm. / Berthet, Philippe; Lifshits, Mikhail.
In: Annales de l'institut Henri Poincare (B) Probability and Statistics, Vol. 38, No. 6, 01.01.2002, p. 811-824.Research output: Contribution to journal › Article › peer-review
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TY - JOUR
T1 - Some extract rates in the functional law of the iterated logarithm
AU - Berthet, Philippe
AU - Lifshits, Mikhail
PY - 2002/1/1
Y1 - 2002/1/1
N2 - 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.
AB - 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.
KW - Brownian motion
KW - Small ball probabilities
KW - Strassen's and Chung's functional laws
UR - http://www.scopus.com/inward/record.url?scp=0036846352&partnerID=8YFLogxK
U2 - 10.1016/S0246-0203(02)01131-7
DO - 10.1016/S0246-0203(02)01131-7
M3 - Article
AN - SCOPUS:0036846352
VL - 38
SP - 811
EP - 824
JO - Annales de l'institut Henri Poincare (B) Probability and Statistics
JF - Annales de l'institut Henri Poincare (B) Probability and Statistics
SN - 0246-0203
IS - 6
ER -
ID: 37010981