We prove an almost sure limit theorem on the exact convergence rate of the maximum of standardized gaussian random walk increments. This gives a more precise version of Shao's theorem ( Shao, Q.-M., 1995. On a conjecture of Révész. Proc.…
Fecha:
2008-01-01
Recurso:
Electronic communications in probability
CIC - Centro de Información y Conocimiento Johannes Gutenberg ®