A LAW OF THE ITERATED LOGARITHM FOR STABLE PROCESSES IN RANDOM SCENERY

Authors
KHOSHNEVISAN D LEWIS TM
Citation
D. Khoshnevisan et Tm. Lewis, A LAW OF THE ITERATED LOGARITHM FOR STABLE PROCESSES IN RANDOM SCENERY, Stochastic processes and their applications, 74(1), 1998, pp. 89-121
Citations number
26
Categorie Soggetti
Statistic & Probability","Statistic & Probability
Journal title
Stochastic processes and their applications → ACNP
ISSN journal
03044149
Volume
74
Issue
1
Year of publication
1998
Pages
89 - 121
Database
ISI
SICI code
0304-4149(1998)74:1<89:ALOTIL>2.0.ZU;2-L
Abstract
We prove a law of the iterated logarithm for stable processes in a ran dom scenery. The proof relies on the analysis of a new class of stocha stic processes which exhibit long-range dependence. (C) 1998 Elsevier Science B.V. All rights reserved.