Laws of the iterated logarithm for time changed Brownian motion with an application to branching processes

DOI10.1214/AOP/1176992801MaRDI QIDQ1068439zbMATH OpenOpenAlexFDO

Authors Richard Huggins

Publication date 1985

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aop/1176992801

zbMATH Keywords

Brownian motionGalton-Watson processlaw of iterated logarithm

Mathematics Subject Classification ID

Strong limit theorems (60F15) Martingales with discrete parameter (60G42) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Review text

Let \(\tau_ n\), \(n\geq 1\), be a sequence of nondecreasing sequences of random variables, and B(t) be the standard Brownian motion. The law of iterated logarithm for the sequence \((2\tau_ n\) \(\log_ 2\) \(\tau_ n)^{-1/2}B(\tau_ nt)\), \(0\leq t\leq 1\), \(n\geq 1\), is proved. Here the sequence \(\tau_ n\) may increase at a geometric rate. This result is applied to various quantities associated with the Galton-Watson process.

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Cited in

(6)

• Addendum to: An iterated logarithm law for families of Brownian paths
• Shift self-similar additive random sequences associated with supercritical branching processes
• Branching processes. II
• A law of iterated logarithm for occupation time of Brownian motion in \(l_2\)
• scientific article; zbMATH DE number 1500596 (Why is no real title available?)
• Upper and lower class separating sequences for Brownian motion with random argument

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