Related papers: Iterated logarithm law for anticipating stochastic…
In this paper, we establish the law of the iterated logarithm for a wide class of non-stationary, continuous-time Markov processes evolving on Polish spaces. Specifically, our result applies to certain additive functionals of processes…
In this paper, we prove a large deviation principle of Freidlin-Wentzell's type for the multivalued stochastic differential equations. As an application, we derive a functional iterated logarithm law for the solutions of multivalued…
Let $\{(X_t)_{t\geq 0}, \mathbb{P}_{\delta_x}, x\in E\}$ be a supercritical branching Markov process (which is not necessary symmetric) on a locally compact metric measure space $(E,\mu)$ with spatially dependent local branching mechanism.…
Based on a law of the iterated logarithm for independent random variables sequences, an iterated logarithm theorem for NA sequences with non-identical distributions is obtained. The proof is based on a Kolmogrov-type exponential inequality.
In this paper, we establish some general forms of the law of the iterated logarithm for independent random variables in a sub-linear expectation space, where the random variables are not necessarily identically distributed. Exponential…
Let $Y$ be a symmetric Borel right process with locally compact state space $T\subseteq R^{1}$ and potential densities $u(x,y)$ with respect to some $\sigma$-finite measure on $T$. Let $g$ and $f$ be finite excessive functions for $ Y$. Set…
We study the law of the iterated logarithm (Khinchin (1924), Kolmogorov (1929)) and related strong invariance principles in stochastic geometry. As potential applications, we think of well-known functionals such as functionals defined on…
The Law of the Iterated Logarithm for some Markov operators, which converge exponentially to the invariant measure, is established. The operators correspond to iterated function systems which, for example, may be used to generalize the cell…
We establish a Chung-type law of the iterated logarithm for the solutions of a class of stochastic heat equations driven by a multiplicative noise whose coefficient depends on the solution, and this dependence takes us away from Gaussian…
We establish the Strassen's law of the iterated logarithm for independent and identically distributed random variables with $\hat{\mathbb{E}}[X_1]=\hat{\mathcal{E}}[X_1]=0$ and $C_{\mathbb{V}}[X_1^2]<\infty$ under sub-linear expectation…
The law of the iterated logarithm for partial sums of weakly dependent processes was intensively studied by Walter Philipp in the late 1960s and 1970s. In this paper, we aim to extend these results to nondegenerate U-statistics of data that…
We study functionals of the form \[\zeta_{t}=\int_0^{t}...\int_0^{t} | X_1(s_1)+...+ X_p(s_p)|^{-\sigma}ds_1... ds_p\] where $X_1(t),..., X_p(t)$ are i.i.d. $d$-dimensional symmetric stable processes of index $0<\bb\le 2$. We obtain results…
The article is devoted to the expansions of iterated Stratonovich stochastic integrals on the basis of the method of generalized multiple Fourier series that converge in the sense of norm in Hilbert space $L_2([t, T]^k),$ $k\in\mathbb{N}.$…
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…
Suppose that $X=(X_{t})_{t\ge 0}$ is either a general supercritical non-local branching Markov process, or a general supercritical non-local superprocess, on a Luzin space. Here, by ``supercritical" we mean that the mean semigroup of $X$…
We consider the almost sure asymptotic behavior of the periodogram of stationary and ergodic sequences. Under mild conditions we establish that the limsup of the periodogram properly normalized identifies almost surely the spectral density…
We obtain a generalized law of the iterated logarithm for a class of dependent processes with superdiffusive behaviour. Our results apply in particular to the Lorentz gas with infinite horizon.
The article is devoted to the construction of expansions of iterated Stratonovich stochastic integrals of fifth, sixth, seventh and eighth multiplicities based on the method of generalized multiple Fourier series converging in the sense of…
We prove tail and moment inequalities for multiple stochastic integrals on the Poisson space and for Poisson $U$-statistics. We use them to demonstrate the Law of the Iterated Logarithm for these processes when the intensity of the Poisson…
In this paper, we establish some general forms of the law of the iterated logarithm for independent random variables in a sub-linear expectation space, where the random variables are not necessarily identically distributed. Exponential…