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An Extreme-Value Analysis of the LIL for Brownian Motion

Dublin Core		PKP Metadata Items	Metadata for this Document
1.	Title	Title of document	An Extreme-Value Analysis of the LIL for Brownian Motion
2.	Creator	Author's name, affiliation, country	Davar Khoshnevisan; University of Utah, USa
2.	Creator	Author's name, affiliation, country	David A. Levin; University of Oregon, USA
2.	Creator	Author's name, affiliation, country	Zhan Shi; Université Paris VI, France
3.	Subject	Discipline(s)
3.	Subject	Keyword(s)
4.	Description	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).
5.	Publisher	Organizing agency, location
6.	Contributor	Sponsor(s)
7.	Date	(YYYY-MM-DD)	2005-09-30
8.	Type	Status & genre	Peer-reviewed Article
8.	Type	Type
9.	Format	File format	PDF
10.	Identifier	Uniform Resource Identifier	http://ecp.ejpecp.org/article/view/1154
10.	Identifier	Digital Object Identifier	10.1214/ECP.v10-1154
11.	Source	Journal/conference title; vol., no. (year)	Electronic Communications in Probability; Vol 10
12.	Language	English=en
14.	Coverage	Geo-spatial location, chronological period, research sample (gender, age, etc.)
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