Year: 2018
Type: preprint
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.
Source: arXiv (Cornell University)
Author: Einmahl, Uwe
Language: English
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W2809294548