On laws of the iterated logarithm for local times
From MaRDI portal
Publication:4127747
DOI10.1002/CPA.3160300603zbMATH Open0356.60029OpenAlexW2091474317WikidataQ114852943 ScholiaQ114852943MaRDI QIDQ4127747FDOQ4127747
Authors: S. R. S. Varadhan, M. D. Donsker
Publication date: 1977
Published in: Communications on Pure and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/cpa.3160300603
Cited In (36)
- Identifying latent grouped patterns in cointegrated panels
- The free energy of the dirac polaron, an explicit solution
- Moderate deviations and laws of the iterated logarithm for the local times of additive Lévy processes and additive random walks
- On the law of iterated logarithm for occupation measures of empirical processes
- On the infimum of the local time of a Wiener process
- Asymptotic properties of projections with applications to stochastic regression problems
- Testing for Common Trends in Nonstationary Large Datasets
- Finite time extinction of superprocesses with catalysts.
- Sequential Generlized Least squares Estimator For An Autoressive parameter
- Laws of the iterated logarithm for symmetric stable processes
- Local times of additive Lévy processes.
- The Vervaat process in \(L_p\) spaces
- A functional LIL for symmetric stable processes.
- Limit theorems for the square integral of Brownian motion and its increments
- Large deviations and functional law of the iterated logarithm for random processes
- Upper and lower classes for \(\mathbb{L}^ 2\)- and \(\mathbb{L}^ p\)-norms of Brownian motion and norms of \(\alpha\)-stable motion
- A Donsker-Varadhan type of invariance principle
- Central limit theorem for Gibbs measures on path spaces including long range and singular interactions and homogenization of the stochastic heat equation
- An invariance principle for the local time of a recurrent random walk
- The most visited site of Brownian motion and simple random walk
- Upper Bounds for Ergodic Sums of Infinite Measure Preserving Transformations
- Large deviations and laws of the iterated logarithm for the local times of additive stable processes
- A law of the iterated logarithm for some additive functionals of symmetric stable process via the strong approximation
- A Lil for Occupation Times of Stable Processes
- PROPERTIES OF PREDICTORS FOR MULTIVARIATE AUTOREGRESSIVE MODELS WITH ESTIMATED PARAMETERS
- Small ball probabilities for Gaussian Markov processes under the \(L_p\)-norm.
- Existence of random attractors for stochastic non-autonomous reaction-diffusion equation with multiplicative noise on $\mathbb{R}^{n}$
- Strong invariance for local times
- Long-time random dynamics of stochastic parabolic \(p\)-Laplacian equations on \(\mathbb{R}^N\)
- Mean-field interaction of Brownian occupation measures. I: Uniform tube property of the Coulomb functional
- Large deviations and functional iterated logarithm law for diffusion processes
- THE ASYMPTOTIC PROPERTIES OF THE SAMPLE AUTOCORRELATIONS FOR A MULTIPLE AUTOREGRESSIVE PROCESS WITH ONE UNIT ROOT
- Large deviations and Strassen's limit points of Brownian local time processes
- Level crossings of the empirical process
- Strassen's law for local time
- Generalization of an inequality of Birnbaum and Marshall, with applications to growth rates for submartingales
This page was built for publication: On laws of the iterated logarithm for local times
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4127747)