Limsup behaviors of multi-dimensional selfsimilar processes with independent increments
Probability
2010-12-16 v2
Abstract
Laws of the iterated logarithm of "limsup" type are studied for multi-dimensional selfsimilar processes with independent increments having exponent . It is proved that, for any positive increasing function with , there is such that a.s. as , in addition, as . A necessary and sufficient condition for the existence of with C=1 is obtained. In the case where with C=1 does not exist, a criterion to classify functions according to C=0 or is given. Moreover, various "limsup" type laws with identification of the positive constants are explicitly presented in several propositions and examples. The problems that exchange the roles of and are also discussed.
Keywords
Cite
@article{arxiv.1003.0552,
title = {Limsup behaviors of multi-dimensional selfsimilar processes with independent increments},
author = {Toshiro Watanabe and Kouji Yamamuro},
journal= {arXiv preprint arXiv:1003.0552},
year = {2010}
}
Comments
40 pages