| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1154868 | Statistics & Probability Letters | 2007 | 8 Pages |
Abstract
Let {X(t),tâR+} be an integrated α stable process. With the help of the distributional relationship between a stable process and a Gaussian process, we study the small deviations of X(t). Using a small ball probability estimate, we obtain a Chung law of the iterated logarithm (LIL) for this process.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Rongmao Zhang, Zhengyan Lin,