On the local time process standardized by the local time at zero (Q1107218): Difference between revisions
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Property / author: Endre Csáki / rank | |||
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Property / author: Antónia Földes / rank | |||
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Property / author: Endre Csáki / rank | |||
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Property / author: Antónia Földes / rank | |||
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Property / cites work: The most visited site of Brownian motion and simple random walk / rank | |||
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Property / cites work: On the character of convergence to Brownian local time. II / rank | |||
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Property / cites work: Q5827353 / rank | |||
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Property / cites work: Limit theorems for Lévy processes and Poisson point processes and their applications to Brownian excursions / rank | |||
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Property / cites work: Q4169502 / rank | |||
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Property / full work available at URL: https://doi.org/10.1007/bf01952489 / rank | |||
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Latest revision as of 09:51, 30 July 2024
scientific article
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English | On the local time process standardized by the local time at zero |
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On the local time process standardized by the local time at zero (English)
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1988
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Let L(a,t) be the (jointly continuous) local time of a Wiener process. The following iterated logarithm law is proved: For \(a\in R\) and \(\alpha\leq 1/2\) \[ \limsup_{t\to \infty}\frac{| L(a,t)- L(0,t)|}{t^{(1-2\alpha)/4}(L(0,t)\quad)^{\alpha}(\log \log t)^{(3-2\alpha)/4}}=| a|^{1/2}K_{\alpha}\quad a.s. \] with explicitly given \(K_{\alpha}\).
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local time
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iterated logarithm law
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