GAO Fuqing. A Law of the Iterated Logarithm for Transient Brownian Motion[J]. Chinese Journal of Applied Probability and Statistics, 1995, 11(3): 256-262.
Citation: GAO Fuqing. A Law of the Iterated Logarithm for Transient Brownian Motion[J]. Chinese Journal of Applied Probability and Statistics, 1995, 11(3): 256-262.

A Law of the Iterated Logarithm for Transient Brownian Motion

  • Let W(t) be a transient Brownian motion. In this paper, we prove that m(T)=inf|W(t)|; tT,(T>0) satisfies the law of the iterated logarithm and also discuss the upper and lower class functions.
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