LIL type behaviour of multivariate Levy processes at zero
Probability
2019-01-15 v2
Abstract
We study the almost sure behaviour of suitably normalised multivariate Levy processes as t goes to zero. Among other results we find necessary and sufficient conditions for a law of a very slowly varying function which includes a general law of the iterated logarithm in this setting. We also look at the corresponding cluster set problem.
Keywords
Cite
@article{arxiv.1806.07184,
title = {LIL type behaviour of multivariate Levy processes at zero},
author = {Uwe Einmahl},
journal= {arXiv preprint arXiv:1806.07184},
year = {2019}
}
Comments
revision: some smaller corrections and Theorem 2.4 has been split up into two theorems