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

DOI10.1007/S10959-007-0059-0MaRDI QIDQ2385602zbMATH OpenOpenAlexFDO

Authors 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

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)

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Cites work

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

Cited in

(2)

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

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