Laws of the iterated logarithm for symmetric jump processes

Panki Kim, Takashi Kumagai, Jian Wang

Research output: Contribution to journalArticlepeer-review

7 Citations (Scopus)

Abstract

Based on two-sided heat kernel estimates for a class of symmetric jump processes on metric measure spaces, the laws of the iterated logarithm (LILs) for sample paths, local times and ranges are established. In particular, the LILs are obtained for β-stable-like processes on α-sets with β >0.

Original languageEnglish
Pages (from-to)2330-2379
Number of pages50
JournalBernoulli
Volume23
Issue number4A
DOIs
Publication statusPublished - 2017 Nov
Externally publishedYes

Keywords

  • Law of the iterated logarithm
  • Local time
  • Range
  • Sample path
  • Stable-like process
  • Symmetric jump processes

ASJC Scopus subject areas

  • Statistics and Probability

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