Lower functions for increasing random walks and subordinators

DOI10.1007/BF00563135zbMath0197.44204MaRDI QIDQ5595917

William E. Pruitt, Bert E. Fristedt

Publication date: 1971

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

zbMATH Keywords

probability theory

Related Items (44)

Lévy processes with no positive jumps at an increase time ⋮ Almost sure behaviour of the perturbed Brownian motion on the Sierpiński gasket ⋮ Local times of subdiffusive biased walks on trees ⋮ Small ball probabilities for a class of time-changed self-similar processes ⋮ Multifractal structure of a general subordinator. ⋮ Burgers turbulence initialized by a regenerative impulse. ⋮ Lower functions for processes with stationary independent increments ⋮ On the local rate of growth of Lévy processes with no positive jumps ⋮ Brownian motion on the Sierpinski gasket ⋮ Upper functions for lévy processes having only negative jumps ⋮ Law of the iterated logarithm for the increments of stable subordinators ⋮ Sample function behavior of increasing processes of class \(L\) ⋮ Lower functions for asymmetric Lévy processes ⋮ A Lamperti-type representation of continuous-state branching processes with immigration ⋮ Uniform dimension results for processes with independent increments ⋮ Packing measure functions of subordinators sample paths ⋮ Asymptotic properties of Brownian motion delayed by inverse subordinators ⋮ The measure theory of random fractals ⋮ Uniform lower functions for subordinators ⋮ On posterior consistency of tail index for Bayesian kernel mixture models ⋮ On the small-time behaviour of Lévy-type processes ⋮ How smooth can the convex hull of a Lévy path be? ⋮ Small time Chung-type LIL for Lévy processes ⋮ General Law of iterated logarithm for Markov processes: Liminf laws ⋮ Maxima of partial sums of independent random variables ⋮ Path properties of processes with independent and interchangeable increments ⋮ A limit theorem for local time and application to random sets ⋮ On the comparison of measure functions ⋮ Refracted continuous-state branching processes: self-regulating populations ⋮ On the general law of iterated logarithm with application to selfsimilar processes and to Gaussian processes in \(\mathbb{R}{}^ n\) and Hilbert space ⋮ The packing measure of a general subordinator ⋮ Growth rate of a two-parameter subordinator ⋮ Path Properties of Subdiffusion—A Martingale Approach ⋮ Slow points and fast points of local times ⋮ On the potential theory of subordinators ⋮ The exact packing measure of Lévy trees ⋮ Local properties of Lévy processes on a totally disconnected group ⋮ Unimodular Hausdorff and Minkowski dimensions ⋮ The fractal structures of the exceptional sets of Lévy processes ⋮ Multifractal structure of the product measure of two independent general subordinators' occupation measures ⋮ On the dynamics of Riccati foliations with nonparabolic monodromy representations ⋮ The set of real numbers left uncovered by random covering intervals ⋮ The exact Hausdorff measure function of the level sets of multi-parameter symmetric stable process ⋮ The exact measure functions of the images for a class of self-similar processes

Cites Work

• The Hausdorff dimension of the sample path of a subordinator
• Sample functions behavior of increasing processes with stationary, independent increments
• On Strong Bounds for Sums of Independent Random Variables Which Tend to a Stable Distribution
• Functions continuous and singular with respect to a Hausdorff measure
• A Note on Sums of Independent Random Variables with Infinite First Moment
• The exact hausdorff measure of the zero set of a stable process
• A Short Proof of a Known Limit Theorem for Sum of Independent Random Variables with Infinite Expectations
• Sample path properties of processes with stable components
• A Delicate Law of the Iterated Logarithm for Non-Decreasing Stable Processes
• First Passage times and Sojourn Times for Brownian Motion in Space and the Exact Hausdorff Measure of the Sample Path
• A Limit Theoerm for Random Variables with Infinite Moments
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