| Título: | An Extreme-Value Analysis of the LIL for Brownian Motion |
| Autores: |
Khoshnevisan, Davar; University of Utah, USa Levin, David A.; University of Oregon, USA Shi, Zhan; Université Paris VI, France |
| Fecha: | 2005-01-01 |
| Publicador: | Electronic communications in probability |
| Fuente: |
 |
| Tipo: |
Peer-reviewed Article |
| Tema: | No aplica |
| Descripción: | 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). |
| Idioma: | No aplica |
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