On the logarithmic average of iterated processes

Endre Csáki and Antónia Földes

Statistics & Probability Letters, 1997, vol. 33, issue 4, 347-358

Abstract: We prove almost sure convergence for the logarithmic average of f(W(X(t))/[psi](t)), where f is a suitable function, [psi](t) is a norming factor, W is a Wiener process and X is a suitable process, independent of W. Particular attention is paid for the case when X is the local time of a Wiener process or a reflected Wiener process.

Keywords: Iterated; processes; Logarithmic; averages (search for similar items in EconPapers)
Date: 1997
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