Abstract
We show that a number of nonstandard laws of the iterated logarithm have limiting constants which may be expressed as the extreme values of functionals off, wheref varies over suitable compact sets of functions. By solving the corresponding extremal problems, we show how these constants are generated. In addition, several new laws are presented.
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Deheuvels, P., Mason, D.M. A tail empirical process approach to some nonstandard laws of the iterated logarithm. J Theor Probab 4, 53–85 (1991). https://doi.org/10.1007/BF01046994
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DOI: https://doi.org/10.1007/BF01046994