Chung LIL for integrated \(\alpha\) stable process (Q871014): Difference between revisions
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Revision as of 02:26, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Chung LIL for integrated \(\alpha\) stable process |
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Chung LIL for integrated \(\alpha\) stable process (English)
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15 March 2007
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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.
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integrated \(\alpha\) stable process
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functional law of the integrated logarithm
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small ball probability
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