A law of the iterated logarithm for stable processes in random scenery

We prove a law of the iterated logarithm for stable processes in a random scenery. The proof relies on the analysis of a new class of stochastic processes which exhibit long-range dependence.

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Year of publication:	1998
Authors:	Khoshnevisan, Davar ; Lewis, Thomas M.
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 74.1998, 1, p. 89-121
Publisher:	Elsevier
Keywords:	Brownian motion in stable scenery Law of the iterated logarithm Quasi-association

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008875146