A LAW OF THE ITERATED LOGARITHMFOR STABLE PROCESSES IN RANDOM SCENERYBy

نویسنده

  • Thomas M. Lewis
چکیده

We prove a law of the iterated logarithm for stable processes in a random scenery. The proof relies on the analysis of a new class of stochastic processes which exhibit long-range dependence.

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تاریخ انتشار 1998