English

General Law of iterated logarithm for Markov processes: Limsup law

Probability 2023-06-13 v3

Abstract

In this paper, we discuss general criteria of limsup law of iterated logarithm (LIL) for continuous-time Markov processes. We consider minimal assumptions for LILs to hold at zero(at infinity, respectively) in general metric measure spaces. We establish LILs under local assumptions near zero (near infinity, respectively) on uniform bounds of the expectations of first exit times from balls in terms of a function ϕ\phi and uniform bounds on the tails of the jumping kernel in terms of a function ψ\psi. The main result is that a simple ratio test in terms of the functions ϕ\phi and ψ\psi completely determines whether there exists a positive non-decreasing function Ψ\Psi such that lim supXt/Ψ(t)\limsup |X_t|/\Psi(t) is positive and finite a.s., or not. Our results cover a large class of subordinate diffusions, jump processes with mixed polynomial local growths, jump processes with singular jumping kernels and random conductance models with long range jumps.

Keywords

Cite

@article{arxiv.2102.01917,
  title  = {General Law of iterated logarithm for Markov processes: Limsup law},
  author = {Soobin Cho and Panki Kim and Jaehun Lee},
  journal= {arXiv preprint arXiv:2102.01917},
  year   = {2023}
}

Comments

50 pages, 3 figures. For the sake of readability, a few minor changes have been made