Indexing metadata

The Lower Envelope of Positive Self-Similar Markov Processes


 
Dublin Core PKP Metadata Items Metadata for this Document
 
1. Title Title of document The Lower Envelope of Positive Self-Similar Markov Processes
 
2. Creator Author's name, affiliation, country Loic Chaumont; Laboratoire de probabilités et modèles aléatoires
 
2. Creator Author's name, affiliation, country Juan Carlos Pardo Millan; Laboratoire de probabilités et modèles aléatoires
 
3. Subject Discipline(s)
 
3. Subject Keyword(s) Self-similar Markov process, L'evy process, Lamperti representation, last passage time, time reversal, integral test, law of the iterated logarithm.
 
3. Subject Subject classification 60 G 18, 60 G 51, 60 B 10.
 
4. Description Abstract We establish integral tests and laws of the iterated logarithm for the lower envelope of positive self-similar Markov processes at 0 and $+\infty$. Our proofs are based on the Lamperti representation and time reversal arguments. These results extend laws of the iterated logarithm for Bessel processes due to Dvoretzky and Erdos (1951), Motoo (1958), and Rivero (2003).
 
5. Publisher Organizing agency, location
 
6. Contributor Sponsor(s) Research supported by a grant from CONACYT(Mexico)
 
7. Date (YYYY-MM-DD) 2006-12-17
 
8. Type Status & genre Peer-reviewed Article
 
8. Type Type
 
9. Format File format PDF
 
10. Identifier Uniform Resource Identifier http://ejp.ejpecp.org/article/view/382
 
10. Identifier Digital Object Identifier 10.1214/EJP.v11-382
 
11. Source Journal/conference title; vol., no. (year) Electronic Journal of Probability; Vol 11
 
12. Language English=en
 
14. Coverage Geo-spatial location, chronological period, research sample (gender, age, etc.)
 
15. Rights Copyright and permissions The Electronic Journal of Probability applies the Creative Commons Attribution License (CCAL) to all articles we publish in this journal. Under the CCAL, authors retain ownership of the copyright for their article, but authors allow anyone to download, reuse, reprint, modify, distribute, and/or copy articles published in EJP, so long as the original authors and source are credited. This broad license was developed to facilitate open access to, and free use of, original works of all types. Applying this standard license to your work will ensure your right to make your work freely and openly available.

Summary of the Creative Commons Attribution License

You are free
  • to copy, distribute, display, and perform the work
  • to make derivative works
  • to make commercial use of the work
under the following condition of Attribution: others must attribute the work if displayed on the web or stored in any electronic archive by making a link back to the website of EJP via its Digital Object Identifier (DOI), or if published in other media by acknowledging prior publication in this Journal with a precise citation including the DOI. For any further reuse or distribution, the same terms apply. Any of these conditions can be waived by permission of the Corresponding Author.