Add to ORKGWe establish integral tests and laws of the iterated logarithm for the lower envelope of positive self-similar Markov processes at 0 and $+\infty$. Our proofs are based on the Lamperti representation and time reversal arguments. These results extend laws of the iterated logarithm for Bessel processes due to Dvoretsky and Erdös, Motoo and Rivero
We consider some special classes of Lévy processes with no gaussian component whose Lévy measure is ...
We are interested in the asymptotic behavior of Markov chains on the set of positive integers for wh...
Published at http://dx.doi.org/10.1214/009117905000000611 in the Annals of Probability (http://www.i...
We establish integral tests and laws of the iterated logarithm at $0$ and at $+\infty$, for the uppe...
We establish integral tests and laws of the iterated logartihm for the upper envelope of the future ...
Abstract: We establish integral tests in connection with laws of the iterated logarithm at 0 and at ...
Abstract We establish integral tests and laws of the iterated logarithm for the upper envelope of th...
This version: 09 - 02 -2005To appear in Ann. Prob., 2005Using Lamperti's relationship between Lévy p...
In this paper we obtain a Lamperti type representation for real-valued self-similar Markov processes...
For a positive self-similar Markov process, $X$, we construct a local time for the random set, $\The...
Using Lamperti’s relationship between Lévy processes and positive self-similar Markov processes (pss...
This paper addresses the question of predicting when a positive self-similar Markov process XX attai...
AbstractWe consider some special classes of Lévy processes with no gaussian component whose Lévy mea...
By killing a stable Lévy process when it leaves the positive half-line, or by conditioning it to sta...
Self-similar Markov processes often arise in various part of probability theory as limits of rescale...
We consider some special classes of Lévy processes with no gaussian component whose Lévy measure is ...
We are interested in the asymptotic behavior of Markov chains on the set of positive integers for wh...
Published at http://dx.doi.org/10.1214/009117905000000611 in the Annals of Probability (http://www.i...
We establish integral tests and laws of the iterated logarithm at $0$ and at $+\infty$, for the uppe...
We establish integral tests and laws of the iterated logartihm for the upper envelope of the future ...
Abstract: We establish integral tests in connection with laws of the iterated logarithm at 0 and at ...
Abstract We establish integral tests and laws of the iterated logarithm for the upper envelope of th...
This version: 09 - 02 -2005To appear in Ann. Prob., 2005Using Lamperti's relationship between Lévy p...
In this paper we obtain a Lamperti type representation for real-valued self-similar Markov processes...
For a positive self-similar Markov process, $X$, we construct a local time for the random set, $\The...
Using Lamperti’s relationship between Lévy processes and positive self-similar Markov processes (pss...
This paper addresses the question of predicting when a positive self-similar Markov process XX attai...
AbstractWe consider some special classes of Lévy processes with no gaussian component whose Lévy mea...
By killing a stable Lévy process when it leaves the positive half-line, or by conditioning it to sta...
Self-similar Markov processes often arise in various part of probability theory as limits of rescale...
We consider some special classes of Lévy processes with no gaussian component whose Lévy measure is ...
We are interested in the asymptotic behavior of Markov chains on the set of positive integers for wh...
Published at http://dx.doi.org/10.1214/009117905000000611 in the Annals of Probability (http://www.i...