Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
7549546 | Statistics & Probability Letters | 2014 | 9 Pages |
Abstract
Let X={X(t),tâR+} be an operator stable Lévy process in Rd with exponent E, where E is an invertible linear operator on Rd. Integral tests for sample paths of operator stable Lévy process X are given. Laws of the iterated logarithm of Chover-type are derived from them as corollaries. Our results give information about the maximal growth rate of sample paths of X in terms of the real parts of the eigenvalues of E.
Keywords
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Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Wensheng Wang,