Chung's law for homogeneous Brownian functionals
| dc.creator | Lachal, Aimé | |
| dc.creator | Simon, Thomas | |
| dc.date | 2007-04-26 | |
| dc.date | 2007-10-23 | |
| dc.date.accessioned | 2026-07-07T08:37:28Z | |
| dc.date.available | 2026-07-07T08:37:28Z | |
| dc.description | Consider the first exit time $T_{a,b}$ from a finite interval $[-a,b]$ for an homogeneous fluctuating functional $X$ of a linear Brownian motion. We show the existence of a finite positive constant $\k$ such that $$\lim_{t\to\infty}t^{-1}\log \p[ T_{ab} > t] = -\k.$$ Following Chung's original approach, we deduce a "liminf" law of the iterated logarithm for the two-sided supremum of $X$. This extends and gives a new point of view on a result of Khoshnevisan and Shi. | |
| dc.description | Revised version, to appear in the Rocky Mountain Journal of Mathematics | |
| dc.identifier | https://arxiv.org/abs/0704.3519 | |
| dc.identifier | http://arxiv.org/abs/0704.3519 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/140408 | |
| dc.subject | Probability | |
| dc.subject | 60F99, 60G17, 60G18, 60J55, 60J65 | |
| dc.title | Chung's law for homogeneous Brownian functionals | |
| dc.type | text |