An Extreme-Value Analysis of the LIL for Brownian Motion

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We present an extreme-value analysis of the classical law of the iterated logarithm (LIL) for Brownian motion. Our result can be viewed as a new improvement to the LIL.
9 pages

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Probability, 60J65 (Primary) 60G70, 60F05 (Secondary)

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http://salesiana.dossiersoluciones.com/handle/123456789/73265

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/math/0411376
 http://arxiv.org/abs/math/0411376

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arXiv