An Extreme-Value Analysis of the LIL for Brownian Motion

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dc.creatorKhoshnevisan, Davar
dc.creatorLevin, David A.
dc.creatorShi, Zhan
dc.date2004-11-17
dc.date.accessioned2026-07-07T05:14:24Z
dc.date.available2026-07-07T05:14:24Z
dc.descriptionWe 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.
dc.description9 pages
dc.identifierhttps://arxiv.org/abs/math/0411376
dc.identifierhttp://arxiv.org/abs/math/0411376
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/73265
dc.subjectProbability
dc.subject60J65 (Primary) 60G70, 60F05 (Secondary)
dc.titleAn Extreme-Value Analysis of the LIL for Brownian Motion
dc.typetext

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