Josh Rushton
Cornell
Title: Chung-type functional LILs for alpha-stable Levy processes, Harris-recurrent Markov processes, and others
In this talk, I will discuss strong (functional) limit laws describing the small-value behaviour of random walks, markov chains, and other processes. These are the iterated logarithm laws of the type initially formulated by Chung (48), and (in its functional form) Wichura (74), and further developed by many distinguished authors. This development has extended the Chung-type laws to processes satisfying limited moment conditions, as well as several processes having dependency structures considerably more complicated than the stationary independent increments required by earlier versions.
©2006, Department of Mathematical Sciences
Last Modified: December 11, 2006