Richard Huggins
Abstract
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A functional law of the iterated logarithm for time changed Brownian motion is given for stopping times that increase at a geometric rate. This result is applied to various quantities associated with a Galton-Watson process.
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A functional law of the iterated logarithm for time changed Brownian motion is given for stopping times that increase at a geometric rate. This result is applied to various quantities associated with a Galton-Watson process.
Key concepts: Iterated logarithm, Law of the iterated logarithm, Mathematics, Logarithm, Geometric Brownian motion, Brownian motion, Natural logarithm, Brownian excursion