A LIL for occupation times of stable processes
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- by Narn-Rueih Shieh PDF
- Proc. Amer. Math. Soc. 100 (1987), 154-158 Request permission
Abstract:
We prove a Strassen-type law of iterated logarithms for the occupation times of an ${R^d}$-valued $(d \geq 1)$ stable process with the scaling property and positive density functions. An immediate application of our result is to obtain the asymptotic behavior of the occupation times of a path occupied in large spheres.References
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Additional Information
- © Copyright 1987 American Mathematical Society
- Journal: Proc. Amer. Math. Soc. 100 (1987), 154-158
- MSC: Primary 60F17; Secondary 60J30
- DOI: https://doi.org/10.1090/S0002-9939-1987-0883420-4
- MathSciNet review: 883420