{
  "id": "1406.7180",
  "version": "v2",
  "published": "2014-06-27T13:47:39.000Z",
  "updated": "2014-10-13T17:41:15.000Z",
  "title": "Moderate deviations and Strassen's law for additive processes",
  "authors": [
    "Franziska Kühn",
    "René L. Schilling"
  ],
  "categories": [
    "math.PR"
  ],
  "abstract": "We establish a moderate deviation principle for processes with independent increments under certain growth conditions for the characteristics of the process. Using this moderate deviation principle, we give a new proof for Strassen's functional law of the iterated logarithm. In particular, we show that any square-integrable L\\'evy process satisfies Strassen's law.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2014-06-27T13:47:39.000Z",
      "comment": null,
      "journal": null,
      "doi": null
    },
    {
      "version": "v2",
      "updated": "2014-10-13T17:41:15.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60F10",
      "60F17",
      "60G51",
      "60G17"
    ],
    "keywords": [
      "additive processes",
      "moderate deviation principle",
      "levy process satisfies strassens law",
      "square-integrable levy process satisfies strassens",
      "strassens functional law"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2014arXiv1406.7180K"
    }
  }
}