Exact Convergence Rate for the Maximum of Standardized Gaussian Increments
نویسندگان
چکیده
We prove an almost sure limit theorem on the exact convergence rate of the maximum of standardized gaussian random walk increments. This gives a more precise version of Shao’s theorem (Shao, Q.-M., 1995. On a conjecture of Révész. Proc. Amer. Math. Soc. 123, 575-582) in the gaussian case.
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