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Rates of convergence for increments of Brownian motion |
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| Authors: | V. Goodman J. Kuelbs |
| Affiliation: | (1) Department of Mathematics, Indiana University, 47405 Bloomington, Indiana;(2) Department of Mathematics, University of Wisconsin, 53706 Madison, Wisconsin |
| Abstract: | The results of this paper concern rates of convergence for increments of Brownian motion. As a by-product we give some improvements of a result of Bolthausen dealing with Strassen's law of the iterated logarithm. |
| Keywords: | Brownian motion Gaussian measures Strassen's law of the iterated logarithm |
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