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Zap. Nauchn. Sem. POMI, 1994 Volume 216, Pages 33–41 (Mi znsl5943)

Protuberance effect in the generalized Strassen–Révész law

P. Deheuvelsa, M. A. Lifshitsb

a L.S.T.A., Universite Paris VI
b Saint Petersburg State University

Abstract: The set increments of the Wiener process
$$ V_T=\{a^{-1/2}[W(\tau+a_T\cdot)-W(\tau)],\ 0\le\tau\le T-a_T\}, $$
$L_T=(2[\log(T/a_T)+\log\log T])^{1/2}$ is considered. Under assumption $\log(T/a_T)/\log\log T\to c$ the set $V_T$ oscillates between $b\mathbb K$ and $\mathbb K$, where $b=[c/(c+1)]^{1/2}$ and $\mathbb K$ is the Strassen ball. Bibliography: 9 titles.

UDC: 519.2

Received: 10.12.1993


 English version:
Journal of Mathematical Sciences (New York), 1998, 88:1, 22–28

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© Steklov Math. Inst. of RAS, 2024