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An Extreme-Value Analysis of the LIL for Brownian Motion

Davar Khoshnevisan·David A. Levin·Zhan Shi
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Abstract

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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Davar Khoshnevisan, David A. Levin, Zhan Shi. 2004-11-17. An Extreme-Value Analysis of the LIL for Brownian Motion. https://arxiv.org/abs/math/0411376

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