Laws of the iterated logarithm for self-normalised levy processes at zero
Buchmann, Boris; Maller, Ross; Mason, David M
Description
We develop tools and methodology to establish laws of the iterated logarithm (LILs) for small times (as t↓0) for the “self-normalised” process {Formula presented}, constructed from a Levy process (Xt)t≥0 having quadratic variation process (Vt)t≥
dc.contributor.author | Buchmann, Boris | |
---|---|---|
dc.contributor.author | Maller, Ross | |
dc.contributor.author | Mason, David M | |
dc.date.accessioned | 2015-12-13T22:33:13Z | |
dc.identifier.issn | 0002-9947 | |
dc.identifier.uri | http://hdl.handle.net/1885/75921 | |
dc.description.abstract | We develop tools and methodology to establish laws of the iterated logarithm (LILs) for small times (as t↓0) for the “self-normalised” process {Formula presented}, constructed from a Levy process (Xt)t≥0 having quadratic variation process (Vt)t≥ | |
dc.publisher | American Mathematical Society | |
dc.source | Transactions of the American Mathematical Society | |
dc.source.uri | http://www.ams.org/jourcgi/jour-getitem?pii=S0002-9947-2014-06112-6 | |
dc.title | Laws of the iterated logarithm for self-normalised levy processes at zero | |
dc.type | Journal article | |
local.description.notes | Imported from ARIES | |
local.identifier.citationvolume | 367 | |
dc.date.issued | 2015 | |
local.identifier.absfor | 010100 - PURE MATHEMATICS | |
local.identifier.ariespublication | U3488905xPUB4859 | |
local.type.status | Published Version | |
local.contributor.affiliation | Buchmann, Boris, College of Physical and Mathematical Sciences, ANU | |
local.contributor.affiliation | Maller, Ross, College of Physical and Mathematical Sciences, ANU | |
local.contributor.affiliation | Mason, David M, University of Delaware | |
local.description.embargo | 2037-12-31 | |
local.bibliographicCitation.issue | 3 | |
local.bibliographicCitation.startpage | 1737 | |
local.bibliographicCitation.lastpage | 1770 | |
dc.date.updated | 2015-12-11T09:14:59Z | |
local.identifier.scopusID | 2-s2.0-84916611974 | |
Collections | ANU Research Publications |
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