Let {W(t): t≥0} be a standard Wiener process and S be the Strassen set of functions. We investigate the exact rates of convergence to zero (as T→∞) of the variables sup_(0≤≤T-a_T inf_(f∈S sup_(0≤r≤1 |Y_t, T(x)...Let {W(t): t≥0} be a standard Wiener process and S be the Strassen set of functions. We investigate the exact rates of convergence to zero (as T→∞) of the variables sup_(0≤≤T-a_T inf_(f∈S sup_(0≤r≤1 |Y_t, T(x)-f(x)] and inf_(0≤t≤T-a_T sup_(0≤x≤1|Y_(t.T)(x)-f(x)| for any given f∈S, where Y_(t.T)(x)=(W(t+xa_T)-W(t))(2a_T(logTa_T^(-1)+log logT))^(-1/2). We establish a relation between how small the increments are and the functional limit results of Csrg-Revesz increments for a Wiener process. Similar results for partial sums of i.i.d, random variables are also given.展开更多
基金Project supported by National Science Foundation of ChinaZhejiang Province
文摘Let {W(t): t≥0} be a standard Wiener process and S be the Strassen set of functions. We investigate the exact rates of convergence to zero (as T→∞) of the variables sup_(0≤≤T-a_T inf_(f∈S sup_(0≤r≤1 |Y_t, T(x)-f(x)] and inf_(0≤t≤T-a_T sup_(0≤x≤1|Y_(t.T)(x)-f(x)| for any given f∈S, where Y_(t.T)(x)=(W(t+xa_T)-W(t))(2a_T(logTa_T^(-1)+log logT))^(-1/2). We establish a relation between how small the increments are and the functional limit results of Csrg-Revesz increments for a Wiener process. Similar results for partial sums of i.i.d, random variables are also given.
