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文章基本信息

  • 标题:An Extreme-Value Analysis of the LIL for Brownian Motion
  • 本地全文:下载
  • 作者:Khoshnevisan, Davar ; Levin, David A. ; Shi, Zhan
  • 期刊名称:Electronic Communications in Probability
  • 印刷版ISSN:1083-589X
  • 出版年度:2005
  • 卷号:10
  • 页码:196-206
  • DOI:10.1214/ECP.v10-1154
  • 出版社:Electronic Communications in Probability
  • 摘要:We use excursion theory and the ergodic theorem to present an extreme-value analysis of the classical law of the iterated logarithm (LIL) for Brownian motion. A simplified version of our method also proves, in a paragraph, the classical theorem of Darling and Erdős (1956).
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