A law of the iterated logarithm of Chover type for multidimensional Lévy processes

MaRDI QIDQ2388296zbMATH OpenFDO

Authors Kouji Yamamuro

Publication date 12 September 2005

Published in Osaka Journal of Mathematics (Search for Journal in Brave)

zbMATH Keywords

Brownian motionstable process

Mathematics Subject Classification ID

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

Review text

An integral test for some multidimensional Lévy processes is given. From this test a law of iterated logarithm of Chover type is derived as a corollary. This law was pointed out by Chover in the case of one-dimensional discrete time symmetric stable processes.

Recommendations

• Laws of the iterated logarithm of chover-type for operator stable Lévy processes
• scientific article; zbMATH DE number 751034
• scientific article; zbMATH DE number 468934
• The law of the iterated logarithm for local time of a Lévy process
• A law of the iterated logarithm for heavy-tailed random vectors

Cited in

(3)

• Laws of the iterated logarithm of chover-type for operator stable Lévy processes
• The law of the iterated logarithm for a class of SPDEs
• A limit theorem related to the Hartman-Wintner-Strassen LIL and the Chover LIL

This page was built for publication: A law of the iterated logarithm of Chover type for multidimensional Lévy processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2388296)