Small-time Chung Laws for L evy processes
-
Altmetric Citations
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]
dc.contributor.author | Phelan, Thomas Michael | |
---|---|---|
dc.date.accessioned | 2014-11-06T00:06:26Z | |
dc.date.available | 2014-11-06T00:06:26Z | |
dc.identifier.other | b36002355 | |
dc.identifier.uri | http://hdl.handle.net/1885/12271 | |
dc.description.abstract | 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 the work of Buchmann and Maller (2011) to encompass processes with vanishing Gaussian component lying in the domain of attraction of a normal distribution at zero. | |
dc.language.iso | en_AU | |
dc.subject | Levy processes | |
dc.subject | laws of the iterated logarithm of Chung type | |
dc.title | Small-time Chung Laws for L evy processes | |
dc.type | Thesis (MPhil) | |
local.contributor.supervisor | Buchmann, Boris | |
local.description.notes | Supervisor: Boris Buchmann | |
local.description.refereed | Yes | |
local.type.degree | Master of Philosophy (MPhil) | |
dc.date.issued | 2014 | |
local.contributor.affiliation | ANU, Department of Mathematics | |
local.identifier.doi | 10.25911/5d7390cb55fd5 | |
local.mintdoi | mint | |
Collections | Open Access Theses |
Download
File | Description | Size | Format | Image |
---|---|---|---|---|
Phelan_T_2014.pdf | Whole Thesis | 591.81 kB | Adobe PDF | Request a copy |
Items in Open Research are protected by copyright, with all rights reserved, unless otherwise indicated.
Updated: 17 November 2022/ Responsible Officer: University Librarian/ Page Contact: Library Systems & Web Coordinator