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A law of iterated logarithm for increasing self – similar Markov processes
| Content Provider | Semantic Scholar |
|---|---|
| Author | Rivero, Vı́ctor |
| Copyright Year | 2002 |
| Abstract | We consider increasing self–similar Markov processes (Xt, t ≥ 0) on ]0,∞[. By using the Lamperti’s bijection between self–similar Markov processes and Lévy processes, we determine the functions f for which there exists a constant c ∈ R+ \{0} such that lim inft→∞Xt/f(t) = c with probability 1. The determination of such functions depends on the subordinator ξ associated to X through the distribution of the Lévy exponential functional and the Laplace exponent of ξ. We provide an analogous result for the self–similar Markov process associated to the opposite of a subordinator. |
| File Format | PDF HTM / HTML |
| Alternate Webpage(s) | http://www.proba.jussieu.fr/mathdoc/textes/PMA-755.pdf |
| Language | English |
| Access Restriction | Open |
| Subject Keyword | Cardiovascular Physiological Processes Expanded memory Iterated function system Iteration Logarithm Markov property Pathologic Processes exponential |
| Content Type | Text |
| Resource Type | Article |
