Laws of the iterated logarithm for -time Brownian motion

DOI10.1214/EJP.V11-327zbMATH Open1121.60085arXivmath/0508261OpenAlexW1496335687MaRDI QIDQ850412FDOQ850412

Authors: Erkan Nane 

Publication date: 3 November 2006

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Abstract: We introduce a class of iterated processes called $alpha$-time Brownian motion for $0<alphaleq2$. These are obtained by taking Brownian motion and replacing the time parameter with a symmetric $alpha$-stable process. We prove a Chung-type law of the iterated logarithm (LIL) for these processes which is a generalization of LIL proved in cite{hu} for iterated Brownian motion. When $alpha=1$ it takes the following form ${\displaystyle }$ liminf_{T oinfty}T^{-1/2}(log log T) sup_{0leq tleq T}|Z_{t}|=pi^{2}sqrt{lambda_{1}} a.s. ${\displaystyle }$ where $lambd{a}_1$ is the first eigenvalue for the Cauchy process in the interval $[-1,1].$ We also define the local time $L^{\ast }(x,t)$ and range $R^{\ast }(t)=|x:Z(s)=xextforsomesleqt|$ for these processes for $1<alpha<2$. We prove that there are universal constants $c_R,c_{L}in(0,infty)$ such that ${\displaystyle }$ limsup_{t oinfty}frac{R^{*}(t)}{(t/log log t)^{1/2alpha}log log t}= c_{R} a.s. ${\displaystyle }$ ${\displaystyle }$ liminf_{t oinfty} frac{sup_{xin RR{R}}L^{*}(x,t)}{(t/log log t)^{1-1/2alpha}}= c_{L} a.s. ${\displaystyle }$

Full work available at URL: https://arxiv.org/abs/math/0508261

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zbMATH Keywords

local timesymmetric \(\alpha\)-stable process\(\alpha\)-time Brownian motionChung's lawKesten's law

Mathematics Subject Classification ID

Brownian motion (60J65) Special processes (60K99)

Cited In (17)

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• A uniform law of iterated logarithm for Brownian motion on compact Riemannian manifolds
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