Small time Chung-type LIL for Lévy processes

Published 3 Feb 2010 in math.PR, math.ST, and stat.TH | (1002.0675v3)

Abstract: We prove Chung-type laws of the iterated logarithm for general L\'{e}vy processes at zero. In particular, we provide tools to translate small deviation estimates directly into laws of the iterated logarithm. This reveals laws of the iterated logarithm for L\'{e}vy processes at small times in many concrete examples. In some cases, exotic norming functions are derived.

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