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Teoriya Veroyatnostei i ee Primeneniya, 1997, Volume 42, Issue 4, Pages 783–795
DOI: https://doi.org/10.4213/tvp2596 (Mi tvp2596) 		 
Strassen's law for weighted sup-norms

R. Norvaiša

Institute of Mathematics and Informatics, Lithuania
Full-text PDF (634 kB)
DOI: https://doi.org/10.4213/tvp2596
Abstract: Let $S$ be a partial sum process based on a sequence of independent identically distributed mean 0 and variance 1 random variables. We prove that the sequence $\{(2nLLn)^{-1/2}S(n, \cdot );n\ge1\}$ satisfies the functional law of the iterated logarithm with respect to a weighted $\sup$-norm whenever the limit set is compact.
Keywords: Strassen's law of the iterated logarithm, partial sums process, Strassen's set.
Received: 10.03.1994
Revised: 12.05.1996
English version:
Theory of Probability and its Applications, 1998, Volume 42, Issue 4, Pages 646–655
DOI: https://doi.org/10.1137/S0040585X97976519
Bibliographic databases:
Language: English
Citation: R. Norvaiša, “Strassen's law for weighted sup-norms”, Teor. Veroyatnost. i Primenen., 42:4 (1997), 783–795; Theory Probab. Appl., 42:4 (1998), 646–655
Citation in format AMSBIB
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\pages 783--795
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\jour Theory Probab. Appl.
\yr 1998
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\issue 4
\pages 646--655
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