an:01453272
Zbl 0969.60082
Chaumont, L.; Doney, R. A.; Hu, Y.
Upper and lower limits of doubly perturbed Brownian motion
EN
Ann. Inst. Henri Poincar??, Probab. Stat. 36, No. 2, 219-249 (2000).
00064343
2000
j
60J65
Brownian motion; law of iterated logarithm
A doubly perturbed Brownian motion behaves as the Brownian motion between its minimum and maximum where it is perturbed. The doubly perturbed Brownian motion arises as a scaling limit of some self-interacting random walks. The authors show how the perturbations affect the asymptotic behaviors of the extrema. Specifically, they prove three theorems which generalize Erd??s-Feller-Kolmogorov-Petrowsky, Hirsch, and Chung type integral tests for Brownian motion.
P.Krapivsky (Boston)