A Chung type law of the iterated logarithm for subsequences of a Wiener process

Qi-Man Shao

Stochastic Processes and their Applications, 1995, vol. 59, issue 1, 125-142

Abstract: Let {W(t), t [greater-or-equal, slanted] 0} be a standard Wiener process and {tn, n [greater-or-equal, slanted] 1} be an increasing sequence of positive numbers with tn --> [infinity]. We consider the limit inf for the maximum of a subsequence W(ti). It is proved in this paper that the Chung law of the iterated logarithm holds, i.e., lim a.s. if and that the assumption cannot be weakened to .

Keywords: Law; of; the; iterated; logarithm; Limit; inferior; Subsequence; Wiener; process (search for similar items in EconPapers)
Date: 1995
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