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Strassen-type functional laws for strong topologies. / Deheuvels, Paul; Lifshits, Mikhail A.
In: Probability Theory and Related Fields, Vol. 97, No. 1-2, 01.03.1993, p. 151-167.Research output: Contribution to journal › Article › peer-review
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TY - JOUR
T1 - Strassen-type functional laws for strong topologies
AU - Deheuvels, Paul
AU - Lifshits, Mikhail A.
PY - 1993/3/1
Y1 - 1993/3/1
N2 - 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.
AB - 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.
KW - Mathematics Subject Classifications (1980): 60F17, 60F15, 60F10, 60G15
UR - http://www.scopus.com/inward/record.url?scp=21344476517&partnerID=8YFLogxK
U2 - 10.1007/BF01199317
DO - 10.1007/BF01199317
M3 - Article
AN - SCOPUS:21344476517
VL - 97
SP - 151
EP - 167
JO - Probability Theory and Related Fields
JF - Probability Theory and Related Fields
SN - 0178-8051
IS - 1-2
ER -
ID: 43811941