## Lévy classes and self-normalization.(English)Zbl 0891.60036

Summary: We prove a Chung’s law of the iterated logarithm for recurrent linear Markov processes. In order to attain this level of generality, our normalization is random. In particular, when the Markov process in question is a diffusion, we obtain the integral test corresponding to a law of the iterated logarithm due to Knight.

### MSC:

 60F15 Strong limit theorems 60G50 Sums of independent random variables; random walks 60J55 Local time and additive functionals 60J45 Probabilistic potential theory

### Keywords:

Chung’s law of the iterated logarithm; integral test
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