A functional law of the iterated logarithm for time changed Brownian motion is given for stopping times that increase at a geometric rate. This result is applied to various quantities associated with a Galton-Watson process.
Publié le : 1985-11-14
Classification:
Law of the iterated logarithm,
Brownian motion,
stopping times,
martingale,
branching process,
60F15,
60G42,
60J80
@article{1176992801,
author = {Huggins, R. M.},
title = {Laws of the Iterated Logarithm for Time Changed Brownian Motion with an Application to Branching Processes},
journal = {Ann. Probab.},
volume = {13},
number = {4},
year = {1985},
pages = { 1148-1156},
language = {en},
url = {http://dml.mathdoc.fr/item/1176992801}
}
Huggins, R. M. Laws of the Iterated Logarithm for Time Changed Brownian Motion with an Application to Branching Processes. Ann. Probab., Tome 13 (1985) no. 4, pp. 1148-1156. http://gdmltest.u-ga.fr/item/1176992801/