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PROBABILITY DISTRIBUTIONS RELATED TO THE LAW OF THE ITERATED LOGARITHM
Let W(t) denote a standard Wiener process for 0 ≤ t < ∞. We compute the probability that W(t) ≥ t(½) A(t) for some t ≥ 1 (or for some t ≥ 0) for a certain class of functions A(t), including functions which are ∼ (2 log log t)(½) as t → ∞. We also give an invariance principle which states that thi...
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| Hoofdauteurs: | , |
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| Formaat: | Artigo |
| Taal: | Inglês |
| Gepubliceerd in: |
1969
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| Onderwerpen: | |
| Online toegang: | https://ncbi.nlm.nih.gov/pmc/articles/PMC285947/ https://ncbi.nlm.nih.gov/pubmed/16591726 |
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