Small time Chung-type LIL for L\'{e}vy processes
Probability
2013-02-21 v3 Statistics Theory
Statistics Theory
Abstract
We prove Chung-type laws of the iterated logarithm for general L\'{e}vy processes at zero. In particular, we provide tools to translate small deviation estimates directly into laws of the iterated logarithm. This reveals laws of the iterated logarithm for L\'{e}vy processes at small times in many concrete examples. In some cases, exotic norming functions are derived.
Keywords
Cite
@article{arxiv.1002.0675,
title = {Small time Chung-type LIL for L\'{e}vy processes},
author = {Frank Aurzada and Leif Doering and Mladen Savov},
journal= {arXiv preprint arXiv:1002.0675},
year = {2013}
}
Comments
Published in at http://dx.doi.org/10.3150/11-BEJ395 the Bernoulli (http://isi.cbs.nl/bernoulli/) by the International Statistical Institute/Bernoulli Society (http://isi.cbs.nl/BS/bshome.htm)