On the logarithmic average of iterated processes

DOI10.1016/S0167-7152(96)00147-2MaRDI QIDQ1380609zbMATH OpenOpenAlexFDO

Authors Endre Csáki, Antónia Földes

Publication date 18 January 1999

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0167-7152(96)00147-2

zbMATH Keywords

almost sure convergencelocal timeWiener process

Mathematics Subject Classification ID

Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17) Brownian motion (60J65)

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Cites work

• A note on the almost sure central limit theorem
• A strong approximation for logarithmic averages of partial sums of random variables
• An almost everywhere central limit theorem
• Chung's law of the iterated logarithm for iterated Brownian motion
• Global Strassen-type theorems for iterated Brownian motions
• scientific article; zbMATH DE number 3115404 (Why is no real title available?)
• scientific article; zbMATH DE number 32969 (Why is no real title available?)
• scientific article; zbMATH DE number 47625 (Why is no real title available?)
• scientific article; zbMATH DE number 3553458 (Why is no real title available?)
• scientific article; zbMATH DE number 503430 (Why is no real title available?)
• scientific article; zbMATH DE number 878348 (Why is no real title available?)
• scientific article; zbMATH DE number 878353 (Why is no real title available?)
• scientific article; zbMATH DE number 3052578 (Why is no real title available?)
• Invariance principles for logarithmic averages
• Laws of the iterated logarithm for iterated Wiener processes
• Logarithmic averages for the local times of recurrent random walks and Lévy processes
• Lower limits of iterated Wiener processes
• On additive functionals of Markov chains
• On almost sure local and global central limit theorems
• On Strong Versions of the Central Limit Theorem
• On the almost sure central limit theorem and domains of attraction
• On the logarithmic average of additive functionals
• Some limit theorems in log density
• Strong approximation of additive functionals
• The asymptotic behaviour of certain additive functionals of Brownian motion
• The Csörgö-Révész modulus of non-differentiability of iterated Brownian motion
• The uniform modulus of continuity of iterated Brownian motion
• Weight functions and pathwise local central limit theorems

Cited in

(3)

• On the occupation time of an iterated process having no local time
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• On the jump behavior of distributions and logarithmic averages

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