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 Electronic Journal of Probability > Vol. 1 (1996) > Paper 1 open journal systems 


Levy Classes and Self-Normalization

Davar Khoshnevisan, University of Utah


Abstract
We prove a Chung's law of the iterated logarithm for recurrent linear Markov processes. In order to attain this level of generality, our normalization is random. In particular, when the Markov process in question is a diffusion, we obtain the integral test corresponding to a law of the iterated logarithm due to Knight.


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Pages: 1-18

Published on: October 24, 1995
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Electronic Journal of Probability. ISSN: 1083-6489