On the logarithmic average of iterated processes

Endre Csáki, Antónia Földes

Research output: Contribution to journalArticle

2 Citations (Scopus)

Abstract

We prove almost sure convergence for the logarithmic average of f(W(X(t))/ψ(t)), where f is a suitable function, ψ(t) is a norming factor, W is a Wiener process and X is a suitable process, independent of W. Particular attention is paid for the case when X is the local time of a Wiener process or a reflected Wiener process.

Original languageEnglish
Pages (from-to)347-358
Number of pages12
JournalStatistics and Probability Letters
Volume33
Issue number4
DOIs
Publication statusPublished - May 16 1997

Keywords

  • Iterated processes
  • Logarithmic averages

ASJC Scopus subject areas

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

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