摘要
本文利用Brown运动在H?lder范数下的大偏差,研究了Brown运动增量在H?lder范数下的局部Strassen重对数律,本文推广了Gantert和危启才文中的相应结果.
Using large deviation of Brownian motion in H?lder norm, local Strassen's law of the iterated logarithm for increments of a Brownian motion in H?lder norm is investigated.This paper provides an extension of the corresponding results by Gantert and Wei.
引文
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[3] Gantert, N., An inversion of Strassen's law of the iterated logarithm for small time, Ann. Probab., 1993, 21(2):1045-1049.
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[5] Liu, Y.H., Li, L.Q. and Wan, C.G., The rate of convergence for increments of a Brownian motion in Holder norm, Statist. Probab. Lett., 2009, 79(12):1463-1472.
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[7] Wei, Q.C., Functional limit theorems for C-R increments of k-dimensional Brownian motion in Holder norm,Acta Math. Sin.(Chin. Ser.), 2002, 45(1):117-126(in Chinese).