The Law of the Iterated Logarithm for Brownian Motion in a Banach Space
Open Access
- 1 November 1973
- journal article
- Published by JSTOR in Transactions of the American Mathematical Society
- Vol. 185, 253-264
- https://doi.org/10.2307/1996438
Abstract
Strassen's version of the law of the iterated logarithm is proved for Brownian motion in a real separable Banach space. We apply this result to obtain the law of the iterated logarithm for a sequence of independent Gaussian random variables with values in a Banach space and to obtain Strassen's result.Keywords
This publication has 3 references indexed in Scilit:
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- An invariance principle for the law of the iterated logarithmProbability Theory and Related Fields, 1964
- On the Law of the Iterated LogarithmAmerican Journal of Mathematics, 1941