BETWEEN STRASSEN AND CHUNG NORMALIZATIONS FOR LEVY AREA PROCESS

Citation
M. Nzi et al., BETWEEN STRASSEN AND CHUNG NORMALIZATIONS FOR LEVY AREA PROCESS, Bernoulli, 4(1), 1998, pp. 115-125
Citations number
12
Categorie Soggetti
Statistic & Probability","Statistic & Probability
Journal title
ISSN journal
13507265
Volume
4
Issue
1
Year of publication
1998
Pages
115 - 125
Database
ISI
SICI code
1350-7265(1998)4:1<115:BSACNF>2.0.ZU;2-1
Abstract
Let {L(t): t greater than or equal to 0} be Levy's area process, let g amma: R+ bar arrow pointing right R, and let {Z(t): t greater than or equal to 3} be the stochastic process defined by Z(t)(s) = L(ts)/(2t l og log t), 0 less than or equal to s less than or equal to 1. Conditio ns on gamma are given such that the set of all limit points of {gamma( t)Z(t): t greater than or equal to 3} as t --> infinity is a.s. equal to the set of all continuous functions defined on [0, 1] which vanish at 0. 1350-7265 (C) 1998 Chapman & Hall.