Chung's law and the Csaki function

Citation
N. Gorn et M. Lifshits, Chung's law and the Csaki function, J THEOR PR, 12(2), 1999, pp. 399-420
Citations number
16
Categorie Soggetti
Mathematics
Journal title
JOURNAL OF THEORETICAL PROBABILITY
ISSN journal
08949840 → ACNP
Volume
12
Issue
2
Year of publication
1999
Pages
399 - 420
Database
ISI
SICI code
0894-9840(199904)12:2<399:CLATCF>2.0.ZU;2-T
Abstract
We have found the limit [GRAPHICS] for a Wiener process rt and a class of twice weakly differentiable function s H is an element of C[0,1], thus solving the problem of the convergence ra te in Chung's functional law for the so-called "slowest points". Our descri ption is closely related to an interesting functional emerging From a large deviation problem for the Wiener process in a strip.