ITERATED LAW OF ITERATED LOGARITHM

Citation
K. Burdzy et J. Sanmartin, ITERATED LAW OF ITERATED LOGARITHM, Annals of probability, 23(4), 1995, pp. 1627-1643
Citations number
13
Categorie Soggetti
Statistic & Probability","Statistic & Probability
Journal title
ISSN journal
00911798
Volume
23
Issue
4
Year of publication
1995
Pages
1627 - 1643
Database
ISI
SICI code
0091-1798(1995)23:4<1627:ILOIL>2.0.ZU;2-4
Abstract
Suppose epsilon is an element of [0, 1] and let theta(epsilon)(t) = (1 - epsilon)root 2tln(2)t. Let L(t)(epsilon) denote the amount of local time spent by Brownian motion on the curve theta(epsilon)(s) before t ime t. If epsilon > 0, then lim sup(t-->infinity)L(t)(epsilon)/root 2t ln(2)t = 2 epsilon + o(epsilon). For epsilon = 0, a nontrivial lim sup result is obtained when the normalizing function root 2tln(2)t is rep laced by g(t) = root t/ln(2)tln(3)t.