A functional LIL for integrated \(\alpha \) stable process

DOI10.1007/s10114-010-6067-5zbMath1196.60052OpenAlexW1969766462MaRDI QIDQ5962276

Zheng Yan Lin, Rong Mao Zhang

Publication date: 21 September 2010

Published in: Acta Mathematica Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10114-010-6067-5

zbMATH Keywords

functional law of the integrated logarithmintegrated \(\alpha \) stable processsmall ball probabilityweighted occupation measure

Mathematics Subject Classification ID

Gaussian processes (60G15) Strong limit theorems (60F15) Sample path properties (60G17)

Cites Work

• Unnamed Item
• Unnamed Item
• Characterizations of almost surely continuous p-stable random Fourier series and strongly stationary processes
• Chung LIL for integrated \(\alpha\) stable process
• Local asymptotic classes for the successive primitives of Brownian motion
• Regular points for the successive primitives of Brownian motion
• Lower tails of self-similar stable processes
• Quadratic functionals and small ball probabilities for the \(m\)-fold integrated Brownian motion
• A functional LIL and some weighted occupation measure results for fractional Brownian motion
• A functional LIL for symmetric stable processes.
• Path properties of the primitives of a Brownian motion
• Chung’s law for integrated Brownian motion
• On Multivariate Normal Probabilities of Rectangles: Their Dependence on Correlations
• An Asymptotic Property of Gaussian Processes. I

This page was built for publication: A functional LIL for integrated \(\alpha \) stable process