Article ID Journal Published Year Pages File Type
7549546 Statistics & Probability Letters 2014 9 Pages PDF
Abstract
Let X={X(t),t∈R+} 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.
Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
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