TY - JOUR

T1 - Protuberance effect in the generalized functional Strassen-Révész law

AU - Deheuvels, P.

AU - Lifshits, M. A.

PY - 1998/1/1

Y1 - 1998/1/1

N2 - The set of increments of the Wiener process VT = {a-1/2 [W(τ + aT ·) - W(τ)]/LT, 0 ≤ τ ≤ T - aT}, where aT ∈ (0, T) and LT = (2 [log(T/aT) + loglog T]1/2 is considered. Under the assumption log(T/aT)/loglog T → c, the set VT oscillates between bK and K, where b = [c/(c + 1)1/2 and K is the Strassen ball.

AB - The set of increments of the Wiener process VT = {a-1/2 [W(τ + aT ·) - W(τ)]/LT, 0 ≤ τ ≤ T - aT}, where aT ∈ (0, T) and LT = (2 [log(T/aT) + loglog T]1/2 is considered. Under the assumption log(T/aT)/loglog T → c, the set VT oscillates between bK and K, where b = [c/(c + 1)1/2 and K is the Strassen ball.

UR - http://www.scopus.com/inward/record.url?scp=54749141204&partnerID=8YFLogxK

U2 - 10.1007/BF02363258

DO - 10.1007/BF02363258

M3 - Article

AN - SCOPUS:54749141204

VL - 88

SP - 22

EP - 28

JO - Journal of Mathematical Sciences

JF - Journal of Mathematical Sciences

SN - 1072-3374

IS - 1

ER -