Let W t be a one-dimensional Brownian motion. We will see in Section 40.3 that there exists c2 such that   if t/λ 2 is sufficiently large. Prove that   This is the other half of Chung’s law of the...

Let W_t
be a one-dimensional Brownian motion. We will see in Section 40.3 that there exists c2 such that

if t/λ²
is sufficiently large. Prove that

This is the other half of Chung’s law of the iterated logarithm. In fact,

Identify c and prove (7.6).