A Lil for Occupation Times of Stable Processes

DOI10.2307/2046138MaRDI QIDQ3759613zbMATH OpenOpenAlexFDO

Authors Narn-Rueih Shieh

Publication date 1987

Full work available at URL https://doi.org/10.2307/2046138

zbMATH Keywords

law of the iterated logarithmlarge deviation estimatesself-similar stable processtruncated occupation times

Mathematics Subject Classification ID

Large deviations (60F10) Markov processes (60J99) Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17)

Recommendations

• Laws of the iterated logarithm for symmetric stable processes
• A functional LIL for integrated \(\alpha \) stable process
• A functional LIL for symmetric stable processes.
• On the general law of iterated logarithm with application to selfsimilar processes and to Gaussian processes in \(\mathbb{R}{}^ n\) and Hilbert space
• Self-intersection local times of additive processes: large deviation and law of the iterated logarithm

Cites work

• A law of the iterated logarithm for total occupation times of transient brownian motion
• Asymptotic evaluation of certain Markov process expectations for large time—III
• On laws of the iterated logarithm for local times

Cited in

(3)

• Occupation times for stable-like processes
• Chung LIL for integrated \(\alpha\) stable process
• scientific article; zbMATH DE number 1829266 (Why is no real title available?)

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