Laws of the iterated logarithm for iterated perturbed random walks
Let ${({\xi _{k}},{\eta _{k}})_{k\ge 1}}$ be independent identically distributed random vectors with arbitrarily dependent positive components and ${T_{k}}:={\xi _{1}}+\cdots +{\xi _{k-1}}+{\eta _{k}}$ for $k\in \mathbb{N}$. The random sequence ${({T_{k}})_{k\ge 1}}$ is called a (globally) perturbed random walk. Consider a general branching process generated by ${({T_{k}})_{k\ge 1}}$ and let ${Y_{j}}(t)$ denote the number of the jth generation individuals with birth times $\le t$. Assuming that $\mathrm{Var}\hspace{0.1667em}{\xi _{1}}\in (0,\infty )$ and allowing the distribution of ${\eta _{1}}$ to be arbitrary, a law of the iterated logarithm (LIL) is proved for ${Y_{j}}(t)$. In particular, an LIL for the counting process of ${({T_{k}})_{k\ge 1}}$ is obtained. The latter result was previously established in the article by Iksanov, Jedidi and Bouzeffour (2017) under the additional assumption that $\mathbb{E}{\eta _{1}^{a}}\lt \infty $ for some $a\gt 0$. In this paper, it is shown that the aforementioned additional assumption is not needed.
Authors
- Oksana Braganets (ORCID: https://orcid.org/0009-0004-8348-545X)
Institutions
- Taras Shevchenko National University of Kyiv (UA)
Publication Details
- Journal
- Modern Stochastics Theory and Applications
- Published
- 2025-08-28
- DOI
- https://doi.org/10.15559/25-vmsta283
- Primary Topic
- Stochastic processes and statistical mechanics
- Type
- article
- Field-Weighted Citation Impact
- 0.00