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Small-time Chung Laws for L evy processes

Phelan, Thomas Michael


In this thesis we review and add to the literature extending the so-called `other' law of the iterated logarithm of Chung (1948). By adapting the large-time techniques of Rushton (2007) to the small-time setting and employing and slightly extending a characterisation result of Maller and Mason (2008), we derive both one-dimensional and functional Chung laws for a large class of Levy processes lying in the domain of attraction of strictly stable laws at zero. In particular, our results extend...[Show more]

CollectionsOpen Access Theses
Date published: 2014
Type: Thesis (MPhil)
DOI: 10.25911/5d7390cb55fd5


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