An Extreme-Value Analysis of the LIL for Brownian Motion
Probability
2007-05-23 v1
Abstract
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.
Keywords
Cite
@article{arxiv.math/0411376,
title = {An Extreme-Value Analysis of the LIL for Brownian Motion},
author = {Davar Khoshnevisan and David A. Levin and Zhan Shi},
journal= {arXiv preprint arXiv:math/0411376},
year = {2007}
}
Comments
9 pages