A law of the iterated logarithm for stable processes in random scenery
From MaRDI portal
Publication:1805746
DOI10.1016/S0304-4149(97)00105-1zbMath0932.60033MaRDI QIDQ1805746
Thomas M. Lewis, Davar Khoshnevisan
Publication date: 18 November 1999
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Brownian motion; Gaussian process; law of the iterated logarithm; random walk; random scenery; quasi-association
60G15: Gaussian processes
60G10: Stationary stochastic processes
60G50: Sums of independent random variables; random walks
60G52: Stable stochastic processes
Related Items
Some limsup results for increments of stable processes in random scenery, The strong approximation for the Kesten-Spitzer random walk, Discrete approximation of a stable self-similar stationary increments process, A local limit theorem for random walks in random scenery and on randomly oriented lattices, Large deviations for intersection local times in critical dimension, Large deviations and renormalization for Riesz potentials of stable intersection measures, Strong approximation for the general Kesten-Spitzer random walk in independent random scenery, An embedding for the Kesten-Spitzer random walk in random scenery, Strong approximation of spatial random walk in random scenery., A strong invariance principle for two-dimensional random walk in random scenery., Strong laws of large numbers for random walks in random sceneries, A strong approximation theorem for quasi-associated sequences, Self-intersection local times of additive processes: large deviation and law of the iterated logarithm
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Large deviations for the maximum local time of stable Lévy processes
- An invariance principle for weakly associated random vectors
- A Berry-Esséen theorem and a functional law of the iterated logarithm for weakly associated random vectors
- An invariance principle for certain dependent sequences
- A self normalized law of the iterated logarithm for random walk in random scenery
- A law of the iterated logarithm for random walk in random scenery with deterministic normalizers
- Stochastic calculus for Brownian motion on a Brownian fracture
- A central limit theorem for two-dimensional random walks in random sceneries
- Local times for a class of Markoff processes
- Some properties of a special class of self-similar processes
- A Limit Theorem for Brownian Motion in a Random Scenery
- A limit theorem related to a new class of self similar processes
- Strongly correlated random fields as observed by a random walker
- Some Concepts of Dependence
- Association of Random Variables, with Applications
- A note on the Borel-Cantelli lemma