On the Speed of Convergence in Strassen's Law of the Iterated Logarithm
Open Access
- 1 August 1978
- journal article
- Published by Institute of Mathematical Statistics in The Annals of Probability
- Vol. 6 (4) , 668-672
- https://doi.org/10.1214/aop/1176995487
Abstract
Here there is derived a condition on sequences $\varepsilon_n \downarrow 0$ which implies that $P\lbrack W(n^\bullet)/(2n \log \log n)^\frac{1}{2} \not\in K^\varepsilon n \mathrm{i.o.}\rbrack = 0$, where $W$ is the Wiener process and $K$ is the compact set in Strassen's law of the iterated logarithm. A similar result for random walks is also given.
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