Chung LIL for integrated stable process

DOI10.1016/J.SPL.2006.07.009zbMATH Open1111.60019OpenAlexW1970063478MaRDI QIDQ871014FDOQ871014

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)

Cites Work

• Title not available (Why is that?)
• Small Deviations in a Space of Trajectories
• Characterizations of almost surely continuous p-stable random Fourier series and strongly stationary processes
• An Asymptotic Property of Gaussian Processes. I
• Local asymptotic classes for the successive primitives of Brownian motion
• Quadratic functionals and small ball probabilities for the \(m\)-fold integrated Brownian motion
• Path properties of the primitives of a Brownian motion
• Chung’s law for integrated Brownian motion

Cited In (2)

• A functional LIL for integrated \(\alpha \) stable process
• A functional LIL for symmetric stable processes.

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