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Using percolation on the branches of a Galton-Watson tree, Aldous and Pitman constructed by time-reversal in [4] an inhomogeneous tree-valued Markov process that starts from the
and Shi, Z.: An iterated logarithm law for Cauchy’s principal value of Brownian local times. In: Exponential Functionals and Principal Values Related to Brownian
Key words: Gelfand-Tsetlin cone; conditioned Markov process; exclusion process; last passage percolation; random matrices.. AMS 2000 Subject Classification: Primary 60J25;
Key words: stochastic differential equations, Brownian motion, Law of the Iterated Logarithm, Motoo’s theorem, stochastic comparison principle, stationary processes,
We use excursion theory and the ergodic theorem to present an extreme-value analysis of the classical law of the iterated logarithm (LIL) for Brownian
Keywords: Local time, favourite site, random walk, Wiener process AMS subject classification: 60J55, 60J15, 60J65.. Submitted to EJP on March
Law of the iterated logarithm, central limit theorem, generalized domain of attraction, extreme values, operator normalization, self normalization, t
Key words: Martingale, differential subordination, orthogonal martingales, moment inequality, stochastic integral, Brownian motion, best constants.. AMS 2000 Subject
