Browsing School of Mathematics Faculty Publications by Subject "Law of iterated logarithm"
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Lévy Processes in Cones of Banach Spaces
(Georgia Institute of Technology, 2003-11)Subordinators in Banach spaces are studied. The existence of the special Lévy-Khintchine representation is related to the geometry of the space and a Pettis integral with respect to the underlying Lévy measure. Rates of ...