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arXiv · 1806.07184

LIL type behaviour of multivariate Levy processes at zero

Uwe Einmahl
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Abstract

We study the almost sure behaviour of suitably normalised multivariate Levy processes as t goes to zero. Among other results we find necessary and sufficient conditions for a law of a very slowly varying function which includes a general law of the iterated logarithm in this setting. We also look at the corresponding cluster set problem.

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Uwe Einmahl. 2018-06-19. LIL type behaviour of multivariate Levy processes at zero. https://arxiv.org/abs/1806.07184

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