ZIB

Treffer pro Seite

Treffer 1 - 1 | 1 Treffer

Sortierung

Digitale Medien

Rates of clustering in Strassen's LIL for Brownian motion (1991)

Goodman, Victor ; Kuelbs, J.

Springer

Journal of theoretical probability 4 (1991), S. 285-309

zur Merkliste hinzufügen auf der Merkliste

Details

ISSN: 1572-9230

Schlagwort(e): Brownian motion ; rates of clustering ; Strassen's LIL

Quelle: Springer Online Journal Archives 1860-2000

Thema: Mathematik

Notizen: Abstract If {W(t): 0≦t≦∞} denotes standard Brownian motion and then with probability one the random sequence $$\{ W(n( \cdot ))/(2nL_2 n)^{1/2} :n \geqslant 1\} $$ converges to and clusters throughoutK in the uniform norm. This is Strassen's LIL for Brownian motion, and here we examine the rate at which this convergence and clustering takes place, improving some results of K. Grill.

Materialart: Digitale Medien

URL: http://dx.doi.org/10.1007/BF01258738

Permalink

Bibliothek	Standort	Signatur	Band/Heft/Jahr	Verfügbarkeit

Andere fanden auch interessant ...

Artikel (Nationallizenzen)

Volltext

Treffer 1 - 1 | 1 Treffer