GLOBAL STRASSEN-TYPE THEOREMS FOR ITERATED BROWNIAN MOTIONS

Authors
CSAKI E CSORGO M FOLDES A REVESZ P
Citation
E. Csaki et al., GLOBAL STRASSEN-TYPE THEOREMS FOR ITERATED BROWNIAN MOTIONS, Stochastic processes and their applications, 59(2), 1995, pp. 321-341
Citations number
22
Categorie Soggetti
Statistic & Probability","Statistic & Probability
Journal title
Stochastic processes and their applications → ACNP
ISSN journal
03044149
Volume
59
Issue
2
Year of publication
1995
Pages
321 - 341
Database
ISI
SICI code
0304-4149(1995)59:2<321:GSTFIB>2.0.ZU;2-U
Abstract
A class of iterated processes is studied by proving a joint functional limit theorem for a pair of independent Brownian motions. This Strass en method is applied to prove global (t --> infinity), as well as loca l (t --> 0), LIL type results for various iterated processes, Similar results are also proved for iterated random walks via invariance.