Khoshnevisan, Davar; Levin, David A.; Shi, Zhan An extreme-value analysis of the LIL for Brownian motion. (English) Zbl 1112.60064 Electron. Commun. Probab. 10, 196-206 (2005). Summary: 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 D. A. Darling and P. Erdős [Duke Math. J. 23, 143–155 (1956; Zbl 0070.13806)]. Cited in 3 Documents MSC: 60J65 Brownian motion 60F05 Central limit and other weak theorems Citations:Zbl 0070.13806 PDFBibTeX XMLCite \textit{D. Khoshnevisan} et al., Electron. Commun. Probab. 10, 196--206 (2005; Zbl 1112.60064) Full Text: DOI arXiv EuDML