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Iterated law of iterated logarithm
(Institute of Mathematical Statistics, 1995-10)
Suppose [epsilon] [is a member of the set] [0, 1) and let theta [subscipt epsilon] (t) = (1 − [epsilon]) [square root of] (2tln [subscript] 2 t). Let L [to the power of epsilon] [subscript] t denote the amount of local time spent by Brownian motion on the curve [theta subscript epsilon] (s) before time t. If [epsilon] > 0 ...