A law of the iterated logarithm of Chover type for multidimensional Lévy processes. (English) Zbl 1083.60038
An integral test for some multidimensional Lévy processes is given. From this test a law of iterated logarithm of Chover type is derived as a corollary. This law was pointed out by Chover in the case of one-dimensional discrete time symmetric stable processes.
Reviewer: Pavel Gapeev (Moskva)
MSC:
60G51 | Processes with independent increments; Lévy processes |
60F15 | Strong limit theorems |
60G52 | Stable stochastic processes |