Laws of the iterated logarithm for α-time Brownian motion
Erkan Nane
Abstract
We introduce a class of iterated processes called α-time Brownian motion for 0<α≤ 2. These are obtained by taking Brownian motion and replacing the time parameter with a symmetric α-stable process. We prove a Chung-type law of the iterated logarithm (LIL) for these processes which is a generalization of LIL proved in hu for iterated Brownian motion. When α=1 it takes the following form T∞T-1/2( T) 0≤ t≤ T|Zt|=π2λ1 a.s. where λ1 is the first eigenvalue for the Cauchy process in the interval [-1,1]. We also define the local time L*(x,t) and range R*(t)=|\x: Z(s)=x for some s≤ t\| for these processes for 1<α<2. We prove that there are universal constants cR,cL∈ (0,∞) such that t∞R*(t)(t/ t)1/2α t= cR a.s. t∞ x∈ RL*(x,t)(t/ t)1-1/2α= cL a.s.
Create a lesson
Related papers
Boolean Small-Ball Inequalities for Discrepancy Theory
Emrullah Akbas, Suvrit Sra
Markovian renormalisation for percolation in high-dimension: Semi-decidability of mean field behavior
Arthur Blanc-Renaudie
Point process convergence of large inradii of Poisson-Laguerre tessellations
Matthias Schulte, Martina Švarc Petráková
Interpolation of Gaussian Free Fields via Random Matrices
Gabriel Raposo
Almost-Uniform Bayesian Convergence to the Truth Is Not Characterized by Countable Additivity on Conditional Hitting Times
M. Ali Khan, Arthur Paul Pedersen, Maxwell B. Stinchcombe
The skeleton-blocks decomposition of Bienaymé trees, and applications to their local convergence
Marc Bernard, Robin Stephenson