Iterated law of iterated logarithm

被引:5
作者
Burdzy, K [1 ]
SanMartin, J [1 ]
机构
[1] UNIV CHILE,DEPT INGN MATEMAT,SANTIAGO,CHILE
关键词
law of iterated logarithm; Brownian motion; local time;
D O I
10.1214/aop/1176987796
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
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.
引用
收藏
页码:1627 / 1643
页数:17
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