Laws of the iterated logarithm for the local times of recurrent random walks on Z2 and of Lévy processes and Random walks in the domain of attraction of Cauchy random variables
Annales de l'I.H.P. Probabilités et statistiques (1994)
- Volume: 30, Issue: 3, page 467-499
- ISSN: 0246-0203
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topMarcus, Michael B., and Rosen, Jay. "Laws of the iterated logarithm for the local times of recurrent random walks on Z2 and of Lévy processes and Random walks in the domain of attraction of Cauchy random variables." Annales de l'I.H.P. Probabilités et statistiques 30.3 (1994): 467-499. <http://eudml.org/doc/77491>.
@article{Marcus1994,
author = {Marcus, Michael B., Rosen, Jay},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {laws of the iterated logarithm; local times of symmetric Lévy processes; domain of attraction of a stable law; Green function; slowly varying at infinity},
language = {eng},
number = {3},
pages = {467-499},
publisher = {Gauthier-Villars},
title = {Laws of the iterated logarithm for the local times of recurrent random walks on Z2 and of Lévy processes and Random walks in the domain of attraction of Cauchy random variables},
url = {http://eudml.org/doc/77491},
volume = {30},
year = {1994},
}
TY - JOUR
AU - Marcus, Michael B.
AU - Rosen, Jay
TI - Laws of the iterated logarithm for the local times of recurrent random walks on Z2 and of Lévy processes and Random walks in the domain of attraction of Cauchy random variables
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 1994
PB - Gauthier-Villars
VL - 30
IS - 3
SP - 467
EP - 499
LA - eng
KW - laws of the iterated logarithm; local times of symmetric Lévy processes; domain of attraction of a stable law; Green function; slowly varying at infinity
UR - http://eudml.org/doc/77491
ER -
References
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- [MR1] M.B. Marcus and J. Rosen, Laws of the iterated logarithm for the local times of symmetric Lévy processes and recurrent random walks, 1992, Annals of Probability, To appear. Zbl0815.60073MR1288125
- [MR2] M.B. Marcus and J. Rosen, Moment generating functions for the local times of symmetric Markov processes and random walks, Probability in Banach Spaces, 8, 30, 1992, p. 364-378, Birkhauser, Boston. Zbl0788.60092MR1227631
- [P] E.J.G. Pitman, Some theorems on characteristic functions of probability distributions, Proc. Fourth Berkeley Symposium, II, 1961, p. 393-402, Univ. of California Press, Berkeley. Zbl0101.35201MR132568
Citations in EuDML Documents
top- Michael B. Marcus, Jay Rosen, Laws of the iterated logarithm for intersections of random walks on Z4
- N. Gantert, O. Zeitouni, Large and moderate deviations for the local time of a recurrent Markov chain on
- Jean Bertoin, Maria-Emilia Caballero, On the rate of growth of subordinators with slowly varying Laplace exponent
- Endre Csáki, Pál Révész, Jay Rosen, Functional laws of the iterated logarithm for local times of recurrent random walks on
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