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1996 Lévy Classes and Self-Normalization
Davar Khoshnevisan
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Electron. J. Probab. 1: 1-18 (1996). DOI: 10.1214/EJP.v1-1

Abstract

We prove a Chung's law of the iterated logarithm for recurrent linear Markov processes. In order to attain this level of generality, our normalization is random. In particular, when the Markov process in question is a diffusion, we obtain the integral test corresponding to a law of the iterated logarithm due to Knight.

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Davar Khoshnevisan. "Lévy Classes and Self-Normalization." Electron. J. Probab. 1 1 - 18, 1996. https://doi.org/10.1214/EJP.v1-1

Information

Accepted: 24 October 1995; Published: 1996
First available in Project Euclid: 25 January 2016

zbMATH: 0891.60036
MathSciNet: MR1386293
Digital Object Identifier: 10.1214/EJP.v1-1

Subjects:
Primary: 60F15
Secondary: 60J15 , 60J45 , 60J55

Keywords: Levy Classes , self-normalization

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Vol.1 • 1996
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