An Extreme-Value Analysis of the LIL for Brownian Motion

Details An Extreme-Value Analysis of the LIL for Brownian Motion An Extreme-Value Analysis of the LIL for Brownian Motion

2004-11-17

arxiv.org/abs/math/0411376v1

Mathematics

Probability

9 pages

Scientific paper

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.

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