Lil type behavior of multivariate Lévy processes at zero

Uwe Einmahl

doi:10.1090/tran/7805

Lil type behavior of multivariate Lévy processes at zero

Uwe Einmahl

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We study the almost sure behavior of suitably normalized multivariate Lévy processes as t ↓ 0. Among other results we find necessary and sufficient conditions for a law of a very slowly varying function which includes a general law of the iterated logarithm in this setting. We also look at the corresponding cluster set problem.

Originele taal-2	English
Pagina's (van-tot)	6437-6464
Aantal pagina's	28
Tijdschrift	Transactions of the American Mathematical Society
Volume	372
Nummer van het tijdschrift	9
DOI's	https://doi.org/10.1090/tran/7805
Status	Published - 1 nov 2019

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10.1090/tran/7805

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Lil type behavior of multivariate Lévy processes at zero

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