| Título: | The Lower Envelope of Positive Self-Similar Markov Processes |
| Autores: |
Chaumont, Loic; Laboratoire de probabilités et modèles aléatoires Pardo Millan, Juan Carlos; Laboratoire de probabilités et modèles aléatoires |
| Fecha: | 2006-01-01 |
| Publicador: | Electronic Journal of Probability |
| Fuente: |
Ver documento |
| Tipo: |
Peer-reviewed Article |
| Tema: |
Self-similar Markov process, L'evy process, Lamperti representation, last passage time, time reversal, integral test, law of the iterated logarithm. 60 G 18, 60 G 51, 60 B 10. |
| Descripción: | We establish integral tests and laws of the iterated logarithm for the lower envelope of positive self-similar Markov processes at 0 and $+\infty$. Our proofs are based on the Lamperti representation and time reversal arguments. These results extend laws of the iterated logarithm for Bessel processes due to Dvoretzky and Erdos (1951), Motoo (1958), and Rivero (2003). |
| Idioma: | No aplica |
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