A Delicate Law of the Iterated Logarithm for Non-Decreasing Stable Processes
From MaRDI portal
Cited in
(19)- Is the prediction error of a regression model white?
- Strong approximations of renewal processes and their applications
- On the general law of iterated logarithm with application to selfsimilar processes and to Gaussian processes in \(\mathbb{R}{}^ n\) and Hilbert space
- The influence of the nonrecent past in prediction for stochastic processes
- Darling-Erdős theorems for normalized sums of i. i. d. variables close to a stable law
- Proposals for chunking and tabu search
- Self-similar processes with independent increments associated with Lévy and Bessel processes.
- Stationary Markov processes related to stable Ornstein-Uhlenbeck processes and the additive coalescent
- Self-normalized processes: exponential inequalities, moment bounds and iterated logarithm laws.
- Weight functions and pathwise local central limit theorems
- Windings of planar stable processes
- A class of Lévy driven SDEs and their explicit invariant measures
- Uniform rates of convergence for Markov chain transition probabilities
- Maximum entropy and the moment problem
- A comparison of sample path properties for the inverse Gaussian and Bessel processes
- Lower functions for increasing random walks and subordinators
- Xetra efficiency evaluation and NASDAQ modelling by KapSyn.
- Stochastic identification and digital control of a heat exchanger: a simulation test case
- Laws of the iterated logarithm for a class of iterated processes
This page was built for publication: A Delicate Law of the Iterated Logarithm for Non-Decreasing Stable Processes
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5587603)