Law of the iterated logarithm for the increments of stable subordinators

R. Vasudeva and G. Divanji

Stochastic Processes and their Applications, 1988, vol. 28, issue 2, 293-300

Abstract: Let X(t), t[epsilon][0,[infinity]) be a stable subordinator defined on a probability space ([omega], H, P) and let ar,t>0, be a non-negative valued function. Under certain conditions on at, it is shown that there exists a function [beta](t) such that Also, iterated logarithm results for mint(X(t+a1)-X(t)>d) as d-->[infinity] are discussed.

Keywords: stable; subordinators; iterated; logarithm; laws; first; crossing; time; process (search for similar items in EconPapers)
Date: 1988
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