The small-time Chung-Wichura law for Lévy processes with non-vanishing Brownian component

DOI10.1007/S00440-009-0255-1MaRDI QIDQ718871zbMATH OpenOpenAlexFDO

Authors Boris Buchmann, Ross A. Maller

Publication date 27 September 2011

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

Full work available at URL http://hdl.handle.net/1885/37646

zbMATH Keywords

almost sure convergencefunctional limit theoremcluster setsiterated logarithm lawslocal behaviourother law of the iterated logarithmLévy process

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Central limit and other weak theorems (60F05) Brownian motion (60J65) Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17)

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Cites work

• scientific article; zbMATH DE number 51724 (Why is no real title available?)
• scientific article; zbMATH DE number 918811 (Why is no real title available?)
• scientific article; zbMATH DE number 1402217 (Why is no real title available?)
• A Gaussian correlation inequality and its applications to small ball probabilities
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• A functional LIL for symmetric stable processes.
• A relation between Chung's and Strassen's laws of the iterated logarithm
• A universal Chung-type law of the iterated logarithm
• A universal form of the Chung-type law of the iterated logarithm
• An almost sure functional limit theorem at zero for a class of Lévy processes normed by the square root function, and applications
• Approximation, metric entropy and small ball estimates for Gaussian measures
• Between Strassen and Chung normalizations for Lévy's area process
• Chung's law and the Csáki function
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• Metric entropy and the small ball problem for Gaussian measures
• On the Maximum Partial Sums of Sequences of Independent Random Variables
• On the Speed of Convergence in a Boundary Problem
• On the lower limits of maxima and minima of wiener process and partial sums
• On the other law of the iterated logarithm
• Passage of Lévy processes across power law boundaries at small times
• Small Deviations in a Space of Trajectories
• Small ball probabilities for a centered Poisson process of high intensity
• Small ball probabilities for jump Lévy processes from the Wiener domain of attraction
• Small deviations of general Lévy processes
• Small time two-sided LIL behavior for Lévy processes at zero
• Small-time versions of Strassen's law for Lévy processes
• Strassen's law for local time
• The Integral of a Symmetric Unimodal Function over a Symmetric Convex Set and Some Probability Inequalities
• The other law of the iterated logarithm
• Variants on the Law of the Iterated Logarithm

Cited in

(6)

• Small time Chung-type LIL for Lévy processes
• On the other LIL for variables without finite variance
• On the small-time behaviour of Lévy-type processes
• Lower functions and Chung's LILs of the generalized fractional Brownian motion
• General Law of iterated logarithm for Markov processes: Liminf laws
• Limit theorems for Lévy processes and Poisson point processes and their applications to Brownian excursions

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