AbstractA class of iterated processes is studied by proving a joint functional limit theorem for a pair of independent Brownian motions. This Strassen method is applied to prove global (t → ∞), as well as local (t → 0), LIL type results for various iterated processes. Similar results are also proved for iterated random walks via invariance
Strassen [5] presented a generalization of the law of the iterated logarithm for independent random ...
We prove a law of the iterated logarithm for stable processes in a random scenery. The proof relies ...
The functional iterated logarithm law for a Wiener process in the Bulinskii form for great and small...
AbstractA class of iterated processes is studied by proving a joint functional limit theorem for a p...
We study aspects of the 'small-time' behaviour (as t ↓ 0) of a Lévy process X(t), obtaining a very g...
Let B1, B2,... be independent one-dimensional Brownian motions defined over the whole real line such...
AbstractWe study the Strassen’s law of the iterated logarithm for diffusion processes for small valu...
AbstractLet (Xij) be a double sequence of independent, identically distributed random variables, wit...
In this paper, we establish a functional central limit theorem, a law of the iterated logarithm and ...
We prove distributional limit theorems and one-sided laws of the iterated logarithm for a class of p...
Let (Xij) be a double sequence of independent, identically distributed random variables, with mean z...
AbstractSome function space laws of the iterated logarithm for Brownian motion with values in finite...
Let {W(t): t >= 0} be [mu]-Brownian motion in a real separable Banach space B, and let aT be a nonde...
AbstractA moderate deviation principle and a Strassen-type law of the iterated logarithm for the sma...
Given a random walk (Sn)n∈Z defined for a doubly infinite sequence of times, we let the time paramet...
Strassen [5] presented a generalization of the law of the iterated logarithm for independent random ...
We prove a law of the iterated logarithm for stable processes in a random scenery. The proof relies ...
The functional iterated logarithm law for a Wiener process in the Bulinskii form for great and small...
AbstractA class of iterated processes is studied by proving a joint functional limit theorem for a p...
We study aspects of the 'small-time' behaviour (as t ↓ 0) of a Lévy process X(t), obtaining a very g...
Let B1, B2,... be independent one-dimensional Brownian motions defined over the whole real line such...
AbstractWe study the Strassen’s law of the iterated logarithm for diffusion processes for small valu...
AbstractLet (Xij) be a double sequence of independent, identically distributed random variables, wit...
In this paper, we establish a functional central limit theorem, a law of the iterated logarithm and ...
We prove distributional limit theorems and one-sided laws of the iterated logarithm for a class of p...
Let (Xij) be a double sequence of independent, identically distributed random variables, with mean z...
AbstractSome function space laws of the iterated logarithm for Brownian motion with values in finite...
Let {W(t): t >= 0} be [mu]-Brownian motion in a real separable Banach space B, and let aT be a nonde...
AbstractA moderate deviation principle and a Strassen-type law of the iterated logarithm for the sma...
Given a random walk (Sn)n∈Z defined for a doubly infinite sequence of times, we let the time paramet...
Strassen [5] presented a generalization of the law of the iterated logarithm for independent random ...
We prove a law of the iterated logarithm for stable processes in a random scenery. The proof relies ...
The functional iterated logarithm law for a Wiener process in the Bulinskii form for great and small...
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