Strassen theorems for a class of iterated processes

DOI10.1090/S0002-9947-97-01717-0MaRDI QIDQ3127578zbMATH OpenOpenAlexFDO

Authors Endre Csáki, Antónia Földes, Pál Révész

Publication date 9 April 1997

Published in Transactions of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1090/s0002-9947-97-01717-0

zbMATH Keywords

local timesiterated processesiterated Brownian motionsStrassen methodStrassen theoremLévy process

Mathematics Subject Classification ID

Brownian motion (60J65) Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17)

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• Global Strassen-type theorems for iterated Brownian motions
• Strassen's local law of the iterated logarithm for Lévy's area
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Cites work

• scientific article; zbMATH DE number 3116942 (Why is no real title available?)
• scientific article; zbMATH DE number 3858075 (Why is no real title available?)
• scientific article; zbMATH DE number 3778409 (Why is no real title available?)
• scientific article; zbMATH DE number 503430 (Why is no real title available?)
• scientific article; zbMATH DE number 645777 (Why is no real title available?)
• An invariance principle for the law of the iterated logarithm
• Chung's law of the iterated logarithm for iterated Brownian motion
• Iterated Brownian motion and stable \((1/4)\) subordinator
• Laws of the iterated logarithm for iterated Wiener processes
• Laws of the iterated logarithm for the local times of symmetric Lévy processes and recurrent random walks
• On the law of the iterated logarithm for Gaussian processes
• Rotational representations of transition matrix functions
• Strong approximation of additive functionals
• The uniform modulus of continuity of iterated Brownian motion

Cited in

(12)

• On the coverage of Strassen-type sets by sequences of Wiener processes
• Limit theorems for local and occupation times of random walks and Brownian motion on a spider
• On the local time of random walk on the 2-dimensional comb
• Large deviations for subordinated fractional Brownian motion and applications
• Laws of the iterated logarithm for a class of iterated processes
• Large deviations for local time fractional Brownian motion and applications
• Strong approximation of quantile processes by iterated Kiefer processes.
• Path properties of subdiffusion --- a martingale approach
• Some results and problems for anisotropic random walks on the plane
• Correlated continuous time random walks
• We like to walk on the comb
• On the occupation time of an iterated process having no local time

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