AN INVERSION OF STRASSEN LAW OF THE ITERATED LOGARITHM FOR SMALL TIME
成果类型：
Article
署名作者：
GANTERT, N
刊物名称：
ANNALS OF PROBABILITY
ISSN/ISSBN：
0091-1798
DOI：
10.1214/aop/1176989281
发表日期：
1993
页码：
1045-1049
关键词：
摘要：
We prove a local version of Strassen's law of the iterated logarithm. Instead of shrinking larger and larger pieces of a Brownian path and letting time go to infinity, we look at a sequence of functions we get by blowing up smaller and smaller pieces and we investigate the asymptotic behaviour of this sequence as time goes to zero, It turns out that this sequence of functions is a relatively compact subset of C[0, 1] with probability 1, and the set of its limit points is the same as in Strassen's theorem.