Chen, Xiong; Balakrishnan, N. - In: Statistics & Probability Letters 77 (2007) 4, pp. 468-473
Let {wt, t[greater-or-equal, slanted]0} be a d-dimensional Brownian motion and , 0[less-than-or-equals, slant]s[less-than-or-equals, slant]1, where . Let [gamma]:R+--R. Under suitable conditions on [gamma], we generalize here functional law of the iterated logarithm (LIL) of Chung type to...