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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

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✦ 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


The Law of the Iterated Logarithm for U-
✍ M.A. Arcones 📂 Article 📅 1993 🏛 Elsevier Science 🌐 English ⚖ 311 KB

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