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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.

MSC:

60G51 Processes with independent increments; Lévy processes
60F15 Strong limit theorems
60G52 Stable stochastic processes