An Extreme-Value Analysis of the LIL for Brownian Motion
نشر في David Asher Levin
بتاريخ 2004
والبحث باللغة
English
تحميل البحث
الملخص بالإنكليزية
We present an extreme-value analysis of the classical law of the iterated logarithm (LIL) for Brownian motion. Our result can be viewed as a new improvement to the LIL.