On Sample Functions Behavior of Stable Processes

MaRDI QIDQ6476541FDO

Authors Lev A. Sakhnovich

Publication date 7 January 2006

Mathematics Subject Classification ID

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

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.

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