Abstract
Results of Fristedt and Pruitt [6,7] on the lower functions of a subordinator are improved in the case when the Laplace exponent is slowly varying. This yields laws of the iterated logarithm for the local times of a class of Markov processes. In particular, this extends recent results of Marcus and Rosen [9] on certain Lévy processes close to a Cauchy process.
Keywords
- Local Time
- Iterate Logarithm
- Lower Function
- Bessel Process
- Laplace Exponent
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© 1995 Springer-Verlag
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Bertoin, J., Caballero, ME. (1995). On the rate of growth of subordinators with slowly varying Laplace exponent. In: Azéma, J., Emery, M., Meyer, P.A., Yor, M. (eds) Séminaire de Probabilités XXIX. Lecture Notes in Mathematics, vol 1613. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0094205
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DOI: https://doi.org/10.1007/BFb0094205
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