LIL type behaviour of multivariate Levy processes at zero

2018/06/19 by Einmahl, Uwe
#60F15 #60F17 #FOS: Mathematics #Probability (math.PR)

paper · doi:10.48550/arxiv.1806.07184

Abstract

We study the almost sure behaviour of suitably normalised multivariate Levy processes as t goes to zero. 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.

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