Electronic Resource
Springer
Probability theory and related fields
102 (1995), S. 547-565
ISSN:
1432-2064
Keywords:
60F15
;
60E07
Source:
Springer Online Journal Archives 1860-2000
Topics:
Mathematics
Notes:
Summary Clustering rates in Strassen's functional law of the iterated logarithm are determined for finite variance partial sum processes in one dimension. A general characterization of these rates, similar to one recently obtained for onedimensional Brownian motion, shows that relatively mild moment conditions on a partial sum process lead to high order clustering rates at certain points of the Strassen set.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/BF01198849
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