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Part of the book series: Progress in Probability ((PRPR,volume 28))

Abstract

An integral test is obtained to determine whether P{X t ≤ βt i.o. } is 0 or 1 where t −1 β t is nondecreasing and X t is a subordinator belonging to a large class which contains the stable subordinators. This generalizes the results of Breiman for the stable subordinators.

Research supported in part by N.S.F. Grants DMS-8603437 and DMS-8902581

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References

  1. L. Breiman, A delicate law of the iterated logarithm for non-decreasing stable processes, Ann. Math. Statist. 39 (1968), 1818–1824 (Correction 41 (1970) 1126 )

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© 1991 Springer Science+Business Media New York

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Pruitt, W.E. (1991). An Integral Test for Subordinators. In: Durrett, R., Kesten, H. (eds) Random Walks, Brownian Motion, and Interacting Particle Systems. Progress in Probability, vol 28. Birkhäuser, Boston, MA. https://doi.org/10.1007/978-1-4612-0459-6_22

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  • DOI: https://doi.org/10.1007/978-1-4612-0459-6_22

  • Publisher Name: Birkhäuser, Boston, MA

  • Print ISBN: 978-1-4612-6770-6

  • Online ISBN: 978-1-4612-0459-6

  • eBook Packages: Springer Book Archive

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