Summary
Let {a T; T≧0} be a non-decreasing function of T with 0<a T≦T and let {W(t); t≧0} be a Wiener process. The limit functions of the processes
where 0≦t≦T−a T, T>0 and
are characterized. In the case a T=T Strassen's law is obtained as a special case.
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Dedicated to Professor Leopold Schmetterer on his 60th birthday
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Révész, P. A generalization of Strassen's functional law of iterated logarithm. Z. Wahrscheinlichkeitstheorie verw Gebiete 50, 257–264 (1979). https://doi.org/10.1007/BF00534149
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DOI: https://doi.org/10.1007/BF00534149