Laws of the Iterated Logarithm for Censored Data
نویسندگان
چکیده
منابع مشابه
Self-normalized laws of the iterated logarithm
Stronger versions of laws of the iterated logarithm for self-normalized sums of i.i.d. random variables are proved.
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Let X = {X(t), t ≥ 0} be a Brownian motion or a spectrally negative stable process of index 1 < α < 2. Let E = {E(t), t ≥ 0} be the hitting time of a stable subordinator of index 0 < β < 1 independent of X . We use a connection between X(E(t)) and the stable subordinator of index β/α to derive information on the path behavior of X(Et). This is an extension of the connection of iterated Brownian...
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ژورنال
عنوان ژورنال: The Annals of Probability
سال: 1999
ISSN: 0091-1798
DOI: 10.1214/aop/1022874828