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  • Strassen's LIL  (1)
  • Strassen's law of the iterated logarithm  (1)
  • 1
    Electronic Resource
    Electronic Resource
    Rates of convergence for increments of Brownian motion (1988)
    Springer
    Journal of theoretical probability 1 (1988), S. 27-63 
    Details
    ISSN: 1572-9230
    Keywords: Brownian motion ; Gaussian measures ; Strassen's law of the iterated logarithm
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract The results of this paper concern rates of convergence for increments of Brownian motion. As a by-product we give some improvements of a result of Bolthausen dealing with Strassen's law of the iterated logarithm.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1007/BF01076287
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    Paper (German National Licenses)
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  • 2
    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)
    Fulltext
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