Lévy classes and self-normalization

DOI10.1214/EJP.V1-1zbMATH Open0891.60036MaRDI QIDQ1920152FDOQ1920152

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

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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)

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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