高校应用数学学报B辑
高校應用數學學報B輯
고교응용수학학보B집
APPLIED MATHEMATICS A JOURNAL OF CHINESE UNIVERSITIES
2006年
1期
87-95
,共9页
local time%random walk%precise asymptotic%law of iterated logarithm%strong approximation
Let X,X1,X2,...be i.i.d.random variables with EX2+δ<∞(for some δ>0).Consider a one-dimensional random walk S={Sn}n≥0,starting from S0=0.Let ξk]=x}.A strong approximation of ξ*(n) by the local time for Wiener process is presented and the limsup-type and liminf-type laws of iterated logarithm of the maximum local time ξ*(n) are obtained.Furthermore,the precise asymptotics in the law of iterated logarithm of ξ*(n) is proved.
