Remote Access Transactions of the American Mathematical Society
Green Open Access

Transactions of the American Mathematical Society

ISSN 1088-6850(online) ISSN 0002-9947(print)

 
 

 

LIL type behavior of multivariate Lévy processes at zero


Author: Uwe Einmahl
Journal: Trans. Amer. Math. Soc.
MSC (2010): Primary 60F15; Secondary 60G51
DOI: https://doi.org/10.1090/tran/7805
Published electronically: March 26, 2019
Full-text PDF

Abstract | References | Similar Articles | Additional Information

Abstract: We study the almost sure behavior of suitably normalized multivariate Lévy processes as $ t \downarrow 0.$ Among other results, we find necessary and sufficient conditions for a law of a very slowly varying function which includes a general law of the iterated logarithm in this setting. We also look at the corresponding cluster set problem.


References [Enhancements On Off] (What's this?)


Similar Articles

Retrieve articles in Transactions of the American Mathematical Society with MSC (2010): 60F15, 60G51

Retrieve articles in all journals with MSC (2010): 60F15, 60G51


Additional Information

Uwe Einmahl
Affiliation: Department of Mathematics, Vrije Universiteit Brussel, Pleinlaan 2, 1050 Brussels, Belgium
Email: ueinmahl@vub.be

DOI: https://doi.org/10.1090/tran/7805
Received by editor(s): July 10, 2018
Received by editor(s) in revised form: January 8, 2019
Published electronically: March 26, 2019
Article copyright: © Copyright 2019 American Mathematical Society