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Lil type behavior of multivariate Lévy processes at zero

Journal Contribution - Journal Article

We study the almost sure behavior of suitably normalized multivariate Lévy processes as t ↓ 0. 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.
Journal: Transactions of the American Mathematical Society
ISSN: 0002-9947
Issue: 9
Volume: 372
Pages: 6437-6464
Publication year:2019
CSS-citation score:1
Accessibility:Closed