A law of the iterated logarithm of Chover type for multidimensional Lévy processes (Q2388296)
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English | A law of the iterated logarithm of Chover type for multidimensional Lévy processes |
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A law of the iterated logarithm of Chover type for multidimensional Lévy processes (English)
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12 September 2005
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An integral test for some multidimensional Lévy processes is given. From this test a law of iterated logarithm of Chover type is derived as a corollary. This law was pointed out by Chover in the case of one-dimensional discrete time symmetric stable processes.
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stable process
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Brownian motion
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