The Laws of Chung and Hirsch for Cauchy's Principal Values Related to Brownian Local Times

Yueyun Hu (Universite Paris VI)

Abstract


Two Chung-type and Hirsch-type laws are established to describe the liminf asymptotic behaviours of the Cauchy's principal values related to Brownian local times. These results are generalized to a class of Brownian additive functionals.

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Pages: 1-16

Publication Date: April 4, 2000

DOI: 10.1214/EJP.v5-66

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