Chung LIL for integrated \(\alpha\) stable process

DOI10.1016/j.spl.2006.07.009zbMath1111.60019OpenAlexW1970063478MaRDI QIDQ871014

Rong Mao Zhang, Zheng Yan Lin

Publication date: 15 March 2007

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2006.07.009

zbMATH Keywords

functional law of the integrated logarithmsmall ball probabilityintegrated \(\alpha\) stable process

Mathematics Subject Classification ID

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

Related Items (1)

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

Cites Work

• Characterizations of almost surely continuous p-stable random Fourier series and strongly stationary processes
• Local asymptotic classes for the successive primitives of Brownian motion
• Quadratic functionals and small ball probabilities for the \(m\)-fold integrated Brownian motion
• Path properties of the primitives of a Brownian motion
• Small Deviations in a Space of Trajectories
• Chung’s law for integrated Brownian motion
• An Asymptotic Property of Gaussian Processes. I
• Unnamed Item

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