A Law of the Iterated Logarithm for Some Additive Functionals of Symmetric Stable Process Via the Strong Approximation

被引：0

作者：

Ouahra, M. Ait ^{[1
,2
]}

Sghir, A.

机构：

[1] Fac Sci Oujda, Lab Modelisat Stochast & Deterministe, Oujda 6000, Morocco

[2] URAC 04, Oujda 6000, Morocco

来源：

STOCHASTIC MODELS | 2015年 / 31卷 / 03期

关键词：

Local time; Stable process; Law of iterated logarithm; Additive functional; Strong approximation; Barlow-Yor inequality; LOCAL-TIMES; THEOREMS;

D O I：

10.1080/15326349.2015.1015571

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In this note we give a strong approximation version for the first-order limit theorem of symmetric stable process of index 1 < alpha <= 2. This generalizes a result of Csaki etal.([)(7)(]) for Brownian motion. As an application, we give the law of iterated logarithm for some additive functionals of this process.

引用

页码：351 / 360

页数：10

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