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