A universal Chung-type law of the iterated logarithm

DOI10.1214/AOP/1176988484zbMath0837.60028OpenAlexW1998357783MaRDI QIDQ1904482

Uwe Einmahl, David M. Mason

Publication date: 20 May 1996

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176988484

zbMATH Keywords

law of the iterated logarithmFeller class of distributionsquantile transformation method

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Strong limit theorems (60F15)

Related Items (4)

A universal form of the Chung-type law of the iterated logarithm ⋮ General Law of iterated logarithm for Markov processes: Liminf laws ⋮ Random walk in mixed random environment without uniform ellipticity ⋮ The small-time Chung-Wichura law for Lévy processes with non-vanishing Brownian component

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