August 2014
Intermediate to advanced
424 pages
11h 25m
English
Content preview from Brownian Motion, 2nd Edition
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13 Strassen’s functional law of the iterated logarithm
From Khintchine’s law of the iterated logarithm (LIL), Corollary 12.2, we know that for a one-dimensional Brownian motion
Since Brownian paths are a. s. continuous, it is clear that the set of limit points of 
is the whole interval [-1,1].
This observation is the starting point for an extension of Khintchine’s LIL, due to Strassen [211], which characterizes the set of limit points as s → ∞ of the family
denotes the set of all continuous functions ω : [0,1] → with ω(0) = 0.) If is a limit ...
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