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Zapiski Nauchnykh Seminarov POMI, 1994, Volume 216, Pages 33–41
(Mi znsl5943)
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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
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
Linking options:
https://www.mathnet.ru/eng/znsl5943 https://www.mathnet.ru/eng/znsl/v216/p33
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Abstract page: | 144 | Full-text PDF : | 40 |
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