Journal of the Korean Statistical Society
- Volume 17 Issue 1
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- Pages.30-45
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- 1988
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- 1226-3192(pISSN)
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- 2005-2863(eISSN)
General Laws of the Iterated Logarithm for Levy Processes
- Wee, In-Suk (Department of Mathematics, Korea University, Seoul 136-701) ;
- Kim, Yun-Kyong (Department of Mathematics, Korea University, Seoul 136-701)
- Published : 1988.06.01
Abstract
Let ${X(t) : 0 \leq t < \infty}$ be a real-valued process with stationary independent increments. In this paper, we obtain necesary and sufficint condition for there to exist a positive, nondecreasing function $\beta(t)$ so that $0 < lim sup
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