Wen, Ji-Wei; Zhang, Li-Xin - In: Statistics & Probability Letters 64 (2003) 2, pp. 133-145
In this paper, we study the asymptotic properties of the upper and lower tail probabilities of the maximum local time L*(t) of Wiener process (Brownian motion), and obtain some precise asymptotics in the law of the iterated logarithm and the Chungs-type laws of the iterated logarithm for the...