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An Extreme-Value Analysis of the LIL for Brownian Motion

   
@article{ECP1154,
	author = {Davar Khoshnevisan and David Levin and Zhan Shi},
	title = {An Extreme-Value Analysis of the LIL for Brownian Motion},
	journal = {Electron. Commun. Probab.},
	fjournal = {Electronic Communications in Probability},
	volume = {10},
	year = {2005},
	keywords = {},
	abstract = {We use excursion theory and the ergodic theorem to present an extreme-value analysis of the classical law of the iterated logarithm (LIL) for Brownian motion. A simplified version of our method also proves, in a paragraph, the classical theorem of Darling and Erdős (1956).},
	pages = {no. 20, 196-206},
	issn = {1083-589X},
	doi = {10.1214/ECP.v10-1154},    
        url = {http://ecp.ejpecp.org/article/view/1154}}