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

functional law of the integrated logarithmintegrated \(\alpha\) stable processsmall ball probability

Mathematics Subject Classification ID

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

Review text

Let \(\{X(t),\) \(t\in\mathbb{R}^+\}\) be an integrated stable process. With the help of the distributional relationship between a stable process and a Gaussian process, we study the small deviations of \(X(t)\). Using a small ball probability estimate, we obtain a Chung law of the iterated logarithm (LIL) for this process.

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Cites work

• 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
• scientific article; zbMATH DE number 4000257 (Why is no real title available?)
• 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)

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

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