Strassen's law of iterated logarithm for a Wiener process defined on the half-axis
Strassen's law of iterated logarithm for a Wiener process defined on the half-axis
Сибирские электронные математические известия, 22, 2, стр. 1731-1740 (2025)
Аннотация:
We prove a version of Strassen’s law of iterated logarithm in the space of continuous functions with weighted $\sup$\,--\,metric for a Wiener process defined on the half-axis. We consider weight functions of the form $1/(1+t^{\alpha})$, where $\alpha > 1/2$. The result is unimprovable in the class of power weight functions.
Ключевые слова: Wiener process, Strassen's law of iterated logarithm.
