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We show that the law of the overall supremum $\bar{X}_t=\sup_{s\le t}X_s$ of a L\'evy process $X$ before the deterministic time $t$ is equivalent to the average occupation measure $\mu_t(dx)=\int_0^t...
On the Relationship between the Baum-Katz-Spitzer Complete Convergence Theorem and the Law of the Iterated Logarithm
partial sums of i.i.d. Banach space-valued random variables Baum--Katz--Spitzer complete convergence theorem law of the iterated logarithm almost sure convergence
2007/12/11
For a sequence of i.i.d. Banach space-valued random variables $\{X_{n}; ~n \geq 1 \}$ and a sequence of positive constants $\{a_{n}; ~n \geq 1 \}$, the relationship between the Baum--Katz--Spitzer com...