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.
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)|; t≥T,(T>0) satisfies the law of the iterated logarithm and also discuss the upper and lower class functions.