Research output: Contribution to journal › Article › peer-review
Let W(·) denote a Wiener process. The functional law of the iterated logarithm due to Strassen (1964) establishes that the sequence {(2nLLn) -1/2 W(ns)} of functions of s∈[0,1] is almost surely compact in the uniform topology, and gives a simple description of the corresponding limit set. In this paper, we obtain a general characterization of the topologies under which this statement remains valid.
| Original language | English |
|---|---|
| Pages (from-to) | 151-167 |
| Number of pages | 17 |
| Journal | Probability Theory and Related Fields |
| Volume | 97 |
| Issue number | 1-2 |
| DOIs | |
| State | Published - 1 Mar 1993 |
ID: 43811941