Iterated law of iterated logarithm
成果类型：
Article
署名作者：
Burdzy, K; SanMartin, J
署名单位：
Universidad de Chile
刊物名称：
ANNALS OF PROBABILITY
ISSN/ISSBN：
0091-1798
DOI：
10.1214/aop/1176987796
发表日期：
1995
页码：
1627-1643
关键词：
摘要：
Suppose epsilon is an element of [0, 1] and let theta(epsilon)(t) = (1 - epsilon)root 2tln(2)t. Let L(t)(epsilon) denote the amount of local time spent by Brownian motion on the curve theta(epsilon)(s) before time t. If epsilon > 0, then lim sup(t-->infinity)L(t)(epsilon)/root 2tln(2)t = 2 epsilon + o(epsilon). For epsilon = 0, a nontrivial lim sup result is obtained when the normalizing function root 2tln(2)t is replaced by g(t) = root t/ln(2)tln(3)t.
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