Between Strassen and Chung normalizations for Lévy's area process (Q1385009)

From MaRDI portal





scientific article; zbMATH DE number 1143814
Language Label Description Also known as
English
Between Strassen and Chung normalizations for Lévy's area process
scientific article; zbMATH DE number 1143814

    Statements

    Between Strassen and Chung normalizations for Lévy's area process (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    11 October 1998
    0 references
    The aim of this paper is to confirm an analogue of the main result, given by \textit{P. Baldi} and \textit{B. Roynette} [C. R. Acad. Sci., Paris, Sér. I 314, No. 12, 935-940 (1992; Zbl 0751.60074)], in the case of an \(m\)-dimensional Brownian motion, now in the case of Lévy's area process. Let \(\{L(t): t\geq 0\}\) be Lévy's area process, let \(\gamma:\mathbb{R}_+\mapsto\mathbb{R}\), and let \(\{Z_t: t\geq 3\}\) be the process defined by \(Z_t(s) =L(ts)/(2t \log\log t)\), \(0\leq s\leq 1\). Conditions on \(\gamma\) are given such that the set of all limit points of \(\{\gamma (t)Z_t: t\geq 3\}\) as \(t\to\infty\) is a.s. equal to the set of all continuous functions defined on \([0,1]\) which vanish at 0.
    0 references
    Lévy's area process
    0 references
    law of the iterated logarithm
    0 references
    Brownian motion
    0 references
    Strassen and Chung normalization
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references