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The small-time Chung-Wichura law for Levy processes with non-vanishing Brownian component

Buchmann, Boris; Maller, Ross

Description

We give a "small time" functional version of Chung's "other" law of the iterated logarithm for Lévy processes with non-vanishing Brownian component. This is an analogue of the "other" law of the iterated logarithm at "large times" for Lévy processes and

dc.contributor.authorBuchmann, Boris
dc.contributor.authorMaller, Ross
dc.date.accessioned2015-12-08T22:45:00Z
dc.identifier.issn0178-8051
dc.identifier.urihttp://hdl.handle.net/1885/37646
dc.description.abstractWe give a "small time" functional version of Chung's "other" law of the iterated logarithm for Lévy processes with non-vanishing Brownian component. This is an analogue of the "other" law of the iterated logarithm at "large times" for Lévy processes and
dc.publisherSpringer
dc.sourceProbability Theory and Related Fields
dc.subjectKeywords: Almost sure convergence; Cluster sets; Functional limit theorem; Iterated logarithm laws; Lévy process; Local behaviour; Other law of the iterated logarithm
dc.titleThe small-time Chung-Wichura law for Levy processes with non-vanishing Brownian component
dc.typeJournal article
local.description.notesImported from ARIES
local.identifier.citationvolume149
dc.date.issued2011
local.identifier.absfor010404 - Probability Theory
local.identifier.ariespublicationu8902633xPUB151
local.type.statusPublished Version
local.contributor.affiliationBuchmann, Boris, Monash University
local.contributor.affiliationMaller, Ross, College of Business and Economics, ANU
local.description.embargo2037-12-31
local.bibliographicCitation.issue1
local.bibliographicCitation.startpage303
local.bibliographicCitation.lastpage330
local.identifier.doi10.1007/s00440-009-0255-1
dc.date.updated2016-02-24T11:45:31Z
local.identifier.scopusID2-s2.0-79952006766
local.identifier.thomsonID000287597300010
CollectionsANU Research Publications

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