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Lévy Classes and Self-Normalization

   
@article{EJP1,
	author = {Davar Khoshnevisan},
	title = {Lévy Classes and Self-Normalization},
	journal = {Electron. J. Probab.},
	fjournal = {Electronic Journal of Probability},
	volume = {1},
	year = {1995},
	keywords = {Self-normalization, Levy Classes.},
	abstract = {We prove a Chung's law of the iterated logarithm for recurrent linear Markov processes. In order to attain this level of generality, our normalization is random. In particular, when the Markov process in question is a diffusion, we obtain the integral test corresponding to a law of the iterated logarithm due to Knight.},
	pages = {no. 1, 1-18},
	issn = {1083-6489},
	doi = {10.1214/EJP.v1-1},    
        url = {http://ejp.ejpecp.org/article/view/1}}