A functional law of the iterated logarithm is obtained for symmetric
stable processes with stationaryindependent increments.This extends the
classical liminf results of Chung for Brownian motion, and of Taylor for such
remaining processes. It also extends an earlier result of Wichura on Brownian
motion.Proofs depend on small ball probability estimates and yield the small
ball probabilities of the weighted sup-norm for these processes.
Publié le : 2000-01-14
Classification:
Functional LIL,
symmetric stable processes,
small ball probabilities,
60B17,
60G17,
60J30
@article{1019160119,
author = {Chen, Xia and Kuelbs, James and Li, Wenbo},
title = {A functional LIL for symmetric stable processes},
journal = {Ann. Probab.},
volume = {28},
number = {1},
year = {2000},
pages = { 258-276},
language = {en},
url = {http://dml.mathdoc.fr/item/1019160119}
}
Chen, Xia; Kuelbs, James; Li, Wenbo. A functional LIL for symmetric stable processes. Ann. Probab., Tome 28 (2000) no. 1, pp. 258-276. http://gdmltest.u-ga.fr/item/1019160119/