Exact rate of convergence in Strassen's law of the interated logarithm |
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| Authors: | Karl Grill |
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| Affiliation: | (1) Institut für Statistik und Warscheinlichkeitstheorie TU, Vienna, Austria |
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| Abstract: | ![]()
We investigate the upper limiting behavior of the distance of the normalize trajectories of a Wiener process from Strassen's class. It is shown that the right rate is (log logT)–2/3, improving previous results by the author and by Goodman and Kuelbs.(2,3) |
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| Keywords: | Wiener process Strassen's law of the iterated logarithm |
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