Abstract
Strassen's original functional law of the iterated logarithm for partial sums and Brownian motion examined convergence and clustering in the sup-norm. Here we address what happens if we use the much larger H-norm. We provide the answer to a query which appeared at the end of Strassen's original paper, and also present several contrasting results which are shown to be essentially best possible.
Original language | English (US) |
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Pages (from-to) | 211-229 |
Number of pages | 19 |
Journal | Probability Theory and Related Fields |
Volume | 104 |
Issue number | 2 |
DOIs | |
State | Published - Feb 1996 |
ASJC Scopus subject areas
- Analysis
- Statistics and Probability
- Statistics, Probability and Uncertainty