The law of iterated logarithm for one winding functional

Eugene A. Dorofeev

Statistics & Probability Letters, 1997, vol. 36, issue 3, 213-218

Abstract: Following Bertoin-Werner and Shi (1989), we present a new application of "skew product" method of studying asymptotics of Brownian functionals of the winding angle type and obtain an "iterated logarithm" law for one functional of such a type.

Keywords: Skew; product; Brownian; winding; angles; Markov; moments; Continuous; local; martingales (search for similar items in EconPapers)
Date: 1997
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