On the logarithmic average of iterated processes
✍ Scribed by Endre Csáki; Antónia Földes
- Publisher
- Elsevier Science
- Year
- 1997
- Tongue
- English
- Weight
- 481 KB
- Volume
- 33
- Category
- Article
- ISSN
- 0167-7152
No coin nor oath required. For personal study only.
✦ Synopsis
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 a reflected Wiener process.
📜 SIMILAR VOLUMES
Sufficient conditions for the law of the iterated logarithm for non-degenerate U-processes are presented. The law of the iterated logarithm for V-C subgraph classes of functions is obtained under second moment of the envelope. A bracketing condition for the law of the iterated logarithm for U-proces