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Short Communications
On almost sure behavior of stable subordinators over rapidly increasing sequences
R. Vasudevaa, G. Divanjibc a Department of Statistics, University of Mysore
b Department of Statistics, Sri Krishnadevaraya University
c Department of Statistics, University of Botswana
Abstract:
Let $(X(t),\ t\geq 0)$ with $X(0)=0$ be a stable subordinator with index $0<\alpha<1$ and let $(t_k)$ be an increasing sequence such that $t_{k+1}/t_k\to\infty$ as $k\to\infty$. Let $(a_t)$ be a positive nondecreasing function of $t$ such that $a(t)/t\leq 1$. Define $Y(t)=X(t+a(t))-X(t)$ and $Z(t)=X(t)-X(t-a(t))$, $t>0$. We obtain law-of-the-iterated-logarithm results for $(X(t_k)),(Y(t_k))$ and $Z(t_k)$, properly normalized.
Keywords:
law of iterated logarithm, subsequences, stable subordinators, almost sure bounds.
Received: 03.09.2003
Citation:
R. Vasudeva, G. Divanji, “On almost sure behavior of stable subordinators over rapidly increasing sequences”, Teor. Veroyatnost. i Primenen., 50:4 (2005), 818–822; Theory Probab. Appl., 50:4 (2006), 718–722
Linking options:
https://www.mathnet.ru/eng/tvp138https://doi.org/10.4213/tvp138 https://www.mathnet.ru/eng/tvp/v50/i4/p818
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Abstract page: | 284 | Full-text PDF : | 142 | References: | 43 |
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