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August, 1978 On the Speed of Convergence in Strassen's Law of the Iterated Logarithm
E. Bolthausen
Ann. Probab. 6(4): 668-672 (August, 1978). DOI: 10.1214/aop/1176995487

Abstract

Here there is derived a condition on sequences $\varepsilon_n \downarrow 0$ which implies that $P\lbrack W(n^\bullet)/(2n \log \log n)^\frac{1}{2} \not\in K^\varepsilon n \mathrm{i.o.}\rbrack = 0$, where $W$ is the Wiener process and $K$ is the compact set in Strassen's law of the iterated logarithm. A similar result for random walks is also given.

Citation

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E. Bolthausen. "On the Speed of Convergence in Strassen's Law of the Iterated Logarithm." Ann. Probab. 6 (4) 668 - 672, August, 1978. https://doi.org/10.1214/aop/1176995487

Information

Published: August, 1978
First available in Project Euclid: 19 April 2007

zbMATH: 0391.60036
MathSciNet: MR478303
Digital Object Identifier: 10.1214/aop/1176995487

Subjects:
Primary: 60F15
Secondary: 60J15

Rights: Copyright © 1978 Institute of Mathematical Statistics

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Vol.6 • No. 4 • August, 1978
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