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math.PR2004
An Extreme-Value Analysis of the LIL for Brownian Motion
Davar Khoshnevisan, David A. Levin, Zhan Shi
We present an extreme-value analysis of the classical law of the iterated logarithm (LIL) for Brownian motion. Our result can be viewed as a new improvement to the LIL.
math.PR2004★ 219 cited
Normal approximation under local dependence
Louis H. Y. Chen, Qi-Man Shao
We establish both uniform and nonuniform error bounds of the Berry-Esseen type in normal approximation under local dependence. These results are of an order close to the best possi…