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  • 1
    Electronic Resource
    Electronic Resource
    Rates of clustering in Strassen's LIL for Brownian motion (1991)
    Springer
    Journal of theoretical probability 4 (1991), S. 285-309 
    Details
    ISSN: 1572-9230
    Keywords: Brownian motion ; rates of clustering ; Strassen's LIL
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: 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.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1007/BF01258738
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    Paper (German National Licenses)
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  • 2
    Electronic Resource
    Electronic Resource
    Some remarks on a question of Strassen (1996)
    Springer
    Probability theory and related fields 104 (1996), S. 211-229 
    Details
    ISSN: 1432-2064
    Keywords: Mathematics Subject classification: 60B12 ; 60F15 ; 60F17 ; 60G15
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Summary.  Strassen’s original functional law of the iterated logarithm for partial sums and Brownian motion examined convergence and clustering in the sup-norm. Here we address what happens if we use the much larger H-norm. We provide the answer to a query which appeared at the end of Strassen’s original paper, and also present several contrasting results which are shown to be essentially best possible.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1007/BF01247838
    Library Location Call Number Volume/Issue/Year Availability
    BibTip Others were also interested in ...
    Paper (German National Licenses)
    Fulltext
  • 3
    Electronic Resource
    Electronic Resource
    Some remarks on a question of Strassen (1996)
    Springer
    Probability theory and related fields 104 (1996), S. 211-229 
    Details
    ISSN: 1432-2064
    Keywords: 60B12 ; 60F15 ; 60F17 ; 60G15
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Summary Strassen's original functional law of the iterated logarithm for partial sums and Brownian motion examined convergence and clustering in the sup-norm. Here we address what happens if we use the much larger H-norm. We provide the answer to a query which appeared at the end of Strassen's original paper, and also present several contrasting results which are shown to be essentially best possible.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1007/BF01247838
    Library Location Call Number Volume/Issue/Year Availability
    BibTip Others were also interested in ...
    Paper (German National Licenses)
    Fulltext
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