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Zapiski Nauchnykh Seminarov POMI, 1994, Volume 216, Pages 33–41 (Mi znsl5943)  

Protuberance effect in the generalized Strassen–Révész law

P. Deheuvelsa, M. A. Lifshitsb

a L.S.T.A., Universite Paris VI
b Saint Petersburg State University
Abstract: The set increments of the Wiener process
$$ V_T=\{a^{-1/2}[W(\tau+a_T\cdot)-W(\tau)],\ 0\le\tau\le T-a_T\}, $$
$L_T=(2[\log(T/a_T)+\log\log T])^{1/2}$ is considered. Under assumption $\log(T/a_T)/\log\log T\to c$ the set $V_T$ oscillates between $b\mathbb K$ and $\mathbb K$, where $b=[c/(c+1)]^{1/2}$ and $\mathbb K$ is the Strassen ball. Bibliography: 9 titles.
Received: 10.12.1993
English version:
Journal of Mathematical Sciences (New York), 1998, Volume 88, Issue 1, Pages 22–28
DOI: https://doi.org/10.1007/BF02363258
Bibliographic databases:
Document Type: Article
UDC: 519.2
Language: Russian
Citation: P. Deheuvels, M. A. Lifshits, “Protuberance effect in the generalized Strassen–Révész law”, Problems of the theory of probability distributions. Part 13, Zap. Nauchn. Sem. POMI, 216, Nauka, St. Petersburg, 1994, 33–41; J. Math. Sci. (New York), 88:1 (1998), 22–28
Citation in format AMSBIB
\Bibitem{DehLif94}
\by P.~Deheuvels, M.~A.~Lifshits
\paper Protuberance effect in the generalized Strassen--R\'ev\'esz law
\inbook Problems of the theory of probability distributions. Part~13
\serial Zap. Nauchn. Sem. POMI
\yr 1994
\vol 216
\pages 33--41
\publ Nauka
\publaddr St.~Petersburg
\mathnet{http://mi.mathnet.ru/znsl5943}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=1327263}
\zmath{https://zbmath.org/?q=an:0868.60032|0898.60041}
\transl
\jour J. Math. Sci. (New York)
\yr 1998
\vol 88
\issue 1
\pages 22--28
\crossref{https://doi.org/10.1007/BF02363258}
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