Some remarks on a question of Strassen

P. Griffin, J. Kuelbs

Research output: Contribution to journalArticle

1 Scopus citations

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 languageEnglish (US)
Pages (from-to)211-229
Number of pages19
JournalProbability Theory and Related Fields
Volume104
Issue number2
DOIs
StatePublished - Feb 1996

ASJC Scopus subject areas

  • Analysis
  • Statistics and Probability
  • Statistics, Probability and Uncertainty

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