A law of the iterated logarithm for stable processes in random scenery

DOI10.1016/S0304-4149(97)00105-1zbMath0932.60033OpenAlexW1972975460MaRDI QIDQ1805746

Thomas M. Lewis, Davar Khoshnevisan

Publication date: 18 November 1999

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0304-4149(97)00105-1

zbMATH Keywords

Brownian motionGaussian processlaw of the iterated logarithmrandom walkrandom sceneryquasi-association

Mathematics Subject Classification ID

Gaussian processes (60G15) Stationary stochastic processes (60G10) Sums of independent random variables; random walks (60G50) Stable stochastic processes (60G52)

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