On Sample Functions Behavior of Stable Processes

arXivmath/0601135MaRDI QIDQ6476541FDOQ6476541

Authors: Lev A. Sakhnovich 

Publication date: 7 January 2006

Abstract: We investigate the asymptotic behavior of sample functions of stable processes when $toinfty$. We compare our results with the iterated logarithm law, results for the first hitting time and most visited sites problems.

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Stable stochastic processes (60G52) Applications of operator theory in probability theory and statistics (47N30)

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