Laws of the iterated logarithm for self-normalised Lévy processes at zero
DOI10.1090/S0002-9947-2014-06112-6zbMath1309.60024OpenAlexW2025623219MaRDI QIDQ5496645
Boris Buchmann, David M. Mason, Ross A. Maller
Publication date: 2 February 2015
Published in: Transactions of the American Mathematical Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1090/s0002-9947-2014-06112-6
Lévy processeslaw of the iterated logarithmquadratic variation processCramér boundFeller stochastic compactness classesself-normalised process
Processes with independent increments; Lévy processes (60G51) Strong limit theorems (60F15) Martingales with continuous parameter (60G44) Large deviations (60F10)
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