Skip navigation
Skip navigation

Small-time Chung Laws for L evy processes

Phelan, Thomas Michael

Description

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: 2014-11-06
Type: Thesis (MPhil)
URI: http://hdl.handle.net/1885/12271

Download

File Description SizeFormat Image
Phelan_T_2014.pdfWhole Thesis591.81 kBAdobe PDF    Request a copy


Items in Open Research are protected by copyright, with all rights reserved, unless otherwise indicated.

Updated:  27 November 2018/ Responsible Officer:  University Librarian/ Page Contact:  Library Systems & Web Coordinator