4 papers · 1 filter
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.
Capacities in Wiener Space, Quasi-Sure Lower Functions, and Kolmogorov's Epsilon-Entropy
Davar Khoshnevisan, David A. Levin, Pedro J. Mendez-Hernandez
We propose a set-indexed family of capacities on the classical Wiener space . This family interpolates between the Wiener measure ($\cap_{…
Exceptional Times and Invariance for Dynamical Random Walks
Davar Khoshnevisan, David A. Levin, Pedro J. Mendez-Hernandez
Consider a sequence {X(i,0) : i = 1, ..., n} of i.i.d. random variables. Associate to each X(i,0) an independent mean-one Poisson clock. Every time a clock rings replace that X-var…
A phase transition in random coin tossing
David A. Levin, Robin Pemantle, Yuval Peres
Suppose that a coin with bias theta is tossed at renewal times of a renewal process, and a fair coin is tossed at all other times. Let mu_θbe the distribution of the observed seque…