Abstract
We prove a law of the iterated logarithm for products of independent, identically distributed random variables taking values on simply connected, graded, nilpotent Lie groups as a consequence of similar results, of functional type, for stochastic processes which are solutions of ordinary differential equations with random coefficients.
Citation
Lucia Caramellino. Valentina Di Vincenzo. "Law of the iterated logarithm for random walks on nilpotent groups." Bernoulli 7 (4) 605 - 628, August 2001.
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