Lévy classes and self-normalization

DOI10.1214/EJP.V1-1MaRDI QIDQ1920152zbMATH OpenFDO

Authors D. Khoshnevisan

Publication date 13 November 1996

Published in Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/119497, http://www.emis.de/journals/EJP-ECP/EjpVol1/paper1.abs.html

zbMATH Keywords

integral testChung's law of the iterated logarithm

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Strong limit theorems (60F15) Local time and additive functionals (60J55) Probabilistic potential theory (60J45)

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Cited in

(3)

• Brownian motion normalized by maximum local time
• Chung’s law for integrated Brownian motion
• On normalization in the law of the iterated logarithm for diffusion processes

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