A functional form for the lower Lipschitz condition for the stable subordinator

DOI10.1007/BF00959614MaRDI QIDQ1104630zbMATH OpenFDO

Authors Joop Mijnheer

Publication date 1988

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF00959614

zbMATH Keywords

limit pointsstable processstable subordinator

Mathematics Subject Classification ID

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

Review text

Let X be a completely asymmetric stable process with \(\alpha\in (0,1)\). The author characterized the set \(K_{\alpha}\) consisting of all limit points of the set \[ D_{\alpha}(h)=\{(2B(\alpha))^{-(1- \alpha)/\alpha} h^{-1/\alpha}(2\log (h^{-1}))^{(1- \alpha)/\alpha}(X(s+(\cdot)h)-X(s)): 0\leq s\leq 1-h\} \] (h\(>0)\) as \(h\downarrow 0\). This result is the functional version of \textit{J. Hawkes'} [Z. Wahrscheinlichkeitstheor. Verw. Geb. 17, 23-32 (1971; Zbl 0193.450)] result.

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Cites work

• A lower lipschitz condition for the stable subordinator
• A unification of Strassen's law and L�vy's modulus of continuity
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• Functional laws of the iterated logarithm for the partial sums of i.i.d. random variables in the asymmetric stable law
• scientific article; zbMATH DE number 3481632 (Why is no real title available?)
• scientific article; zbMATH DE number 3366273 (Why is no real title available?)
• On the Lipschitz's condition for Brownian motion
• Properties of the sample functions of the completely asymmetric stable process

Cited in

(1)

• scientific article; zbMATH DE number 5530445 (Why is no real title available?)

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