Small time Chung-type LIL for Lévy processes
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Publication:1940751
DOI10.3150/11-BEJ395zbMATH Open1270.60044arXiv1002.0675OpenAlexW2024296372MaRDI QIDQ1940751FDOQ1940751
Mladen Savov, Leif Döring, Frank Aurzada
Publication date: 7 March 2013
Published in: Bernoulli (Search for Journal in Brave)
Abstract: We prove Chung-type laws of the iterated logarithm for general L'{e}vy processes at zero. In particular, we provide tools to translate small deviation estimates directly into laws of the iterated logarithm. This reveals laws of the iterated logarithm for L'{e}vy processes at small times in many concrete examples. In some cases, exotic norming functions are derived.
Full work available at URL: https://arxiv.org/abs/1002.0675
Large deviations (60F10) Strong limit theorems (60F15) Sample path properties (60G17) Right processes (60J40)
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