A Lil for Occupation Times of Stable Processes

DOI10.2307/2046138zbMATH Open0622.60034OpenAlexW4239288041MaRDI QIDQ3759613FDOQ3759613

Authors: Narn-Rueih Shieh 

Publication date: 1987

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

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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)

Cites Work

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

Cited In (3)

• Title not available (Why is that?)
• Chung LIL for integrated \(\alpha\) stable process
• Occupation times for stable-like processes

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