Chung LIL for integrated stable process

DOI10.1016/J.SPL.2006.07.009MaRDI QIDQ871014zbMATH OpenOpenAlexFDO

Authors Rong-Mao Zhang, Zhengyan Lin

Publication date 15 March 2007

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2006.07.009

zbMATH Keywords

small ball probabilityfunctional law of the integrated logarithmintegrated \(\alpha\) stable process

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 4000257 (Why is no real title available?)
• An Asymptotic Property of Gaussian Processes. I
• Characterizations of almost surely continuous p-stable random Fourier series and strongly stationary processes
• Chung’s law for integrated Brownian motion
• Local asymptotic classes for the successive primitives of Brownian motion
• Path properties of the primitives of a Brownian motion
• Quadratic functionals and small ball probabilities for the \(m\)-fold integrated Brownian motion
• Small Deviations in a Space of Trajectories

Cited in

(4)

• Small deviations for admixture additive \& multiplicative processes
• A functional LIL for integrated \(\alpha \) stable process
• A functional LIL for symmetric stable processes.
• scientific article; zbMATH DE number 3921619 (Why is no real title available?)

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