Probability Seminar - Shlomo Levental

Institution: Michigan State University
Title: Strassen's invariance principle for the law of iterated logarithm
Date: Thursday, April 26, 2018
Location: C405 Wells Hall
Time: 3:00 PM - 3:50 PM

Abstract:
In this talk we discuss a striking invariance principle proved by Strassen in 1964: the interpolated random walk scaled on [0,1],  properly normalized, has all its accumulated points in the unit ball of the reproducing kernel Hilbert space of the Brownian motion.