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On the logarithmic average of additive functionals

✍ Scribed by E. Csáki; A. Földes


Publisher
Elsevier Science
Year
1995
Tongue
English
Weight
281 KB
Volume
22
Category
Article
ISSN
0167-7152

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On the logarithmic average of iterated p
✍ Endre Csáki; Antónia Földes 📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 481 KB

We prove almost sure convergence for the logarithmic average of f(W(X(t))/ip(t)), where f is a suitable function, ~b(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