A functional LIL for d-dimensional stable processes; invariance for Lévy- and other weakly convergent processes

DOI10.1007/S10959-007-0059-0zbMATH Open1123.60030OpenAlexW2002474951MaRDI QIDQ2385602FDOQ2385602

Joshua Rushton

Publication date: 12 October 2007

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10959-007-0059-0

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zbMATH Keywords

Invariance principleSmall deviationsFunctional LIL

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Strong limit theorems (60F15) Stable stochastic processes (60G52)

Cites Work

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• Approximation of multidimensional stable densities
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• Regularly varying functions
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• An invariance principle for the law of the iterated logarithm
• On the Maximum Partial Sums of Sequences of Independent Random Variables
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• Small deviations in the functional central limit theorem with applications to functional laws of the iterated logarithm
• A functional LIL for symmetric stable processes.

Cited In (2)

• A functional LIL for integrated \(\alpha \) stable process
• The small-time Chung-Wichura law for Lévy processes with non-vanishing Brownian component

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