A functional LIL for integrated stable process

DOI10.1007/S10114-010-6067-5MaRDI QIDQ5962276zbMATH OpenOpenAlexFDO

Authors Rong-Mao Zhang, Zhengyan Lin

Publication date 21 September 2010

Published in Acta Mathematica Sinica, English Series (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10114-010-6067-5

zbMATH Keywords

functional law of the integrated logarithmintegrated \(\alpha \) stable processsmall ball probabilityweighted occupation measure

Mathematics Subject Classification ID

Strong limit theorems (60F15) Gaussian processes (60G15) Sample path properties (60G17)

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Cites work

• A functional LIL and some weighted occupation measure results for fractional Brownian motion
• A functional LIL for symmetric stable processes.
• An Asymptotic Property of Gaussian Processes. I
• Characterizations of almost surely continuous p-stable random Fourier series and strongly stationary processes
• Chung LIL for integrated \(\alpha\) stable process
• Chung’s law for integrated Brownian motion
• scientific article; zbMATH DE number 614990 (Why is no real title available?)
• scientific article; zbMATH DE number 3284809 (Why is no real title available?)
• Local asymptotic classes for the successive primitives of Brownian motion
• Lower tails of self-similar stable processes
• On Multivariate Normal Probabilities of Rectangles: Their Dependence on Correlations
• Path properties of the primitives of a Brownian motion
• Quadratic functionals and small ball probabilities for the \(m\)-fold integrated Brownian motion
• Regular points for the successive primitives of Brownian motion

Cited in

(4)

• A functional LIL for symmetric stable processes.
• A functional LIL for \(d\)-dimensional stable processes; invariance for Lévy- and other weakly convergent processes
• A Lil for Occupation Times of Stable Processes
• Chung LIL for integrated \(\alpha\) stable process

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