An Extreme-Value Analysis of the LIL for Brownian Motion
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🧮 math.PR
keywords
analysisbrownianextreme-valuemotionclassicalimprovementiteratedlogarithm
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We present an extreme-value analysis of the classical law of the iterated logarithm (LIL) for Brownian motion. Our result can be viewed as a new improvement to the LIL.
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