Electronic Journal of Probability

Lévy Classes and Self-Normalization

Davar Khoshnevisan

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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.

Article information

Source
Electron. J. Probab., Volume 1 (1996), paper no. 1, 18 pp.

Dates
Accepted: 24 October 1995
First available in Project Euclid: 25 January 2016

Permanent link to this document
https://projecteuclid.org/euclid.ejp/1453756464

Digital Object Identifier
doi:10.1214/EJP.v1-1

Mathematical Reviews number (MathSciNet)
MR1386293

Zentralblatt MATH identifier
0891.60036

Subjects
Primary: 60F15: Strong theorems
Secondary: 60J15 60J45: Probabilistic potential theory [See also 31Cxx, 31D05] 60J55: Local time and additive functionals

Keywords
Self-normalization Levy Classes

Rights
This work is licensed under aCreative Commons Attribution 3.0 License.

Citation

Khoshnevisan, Davar. Lévy Classes and Self-Normalization. Electron. J. Probab. 1 (1996), paper no. 1, 18 pp. doi:10.1214/EJP.v1-1. https://projecteuclid.org/euclid.ejp/1453756464


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