Título: Lévy Classes and Self-Normalization
Autores: Khoshnevisan, Davar; University of Utah
Fecha: 1996-01-01
Publicador: Electronic journal of probability
Fuente:
Tipo: Peer-reviewed Article

Tema: Mathematics
Self-normalization, Levy Classes.
60F15, 60J15, 60J45, 60J55
Descripción: We prove a Chung's law of the iterated logarithm for recurrent linear Markov processes. In order to attain this level of generality, our normalization is random. In particular, when the Markov process in question is a diffusion, we obtain the integral test corresponding to a law of the iterated logarithm due to Knight.
Idioma: Inglés

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