Chung LIL for integrated \(\alpha\) stable process (Q871014): Difference between revisions

Let \(\{X(t),\) \(t\in\mathbb{R}^+\}\) be an integrated stable process. With the help of the distributional relationship between a stable process and a Gaussian process, we study the small deviations of \(X(t)\). Using a small ball probability estimate, we obtain a Chung law of the iterated logarithm (LIL) for this process.