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 of Strassen’s functional law of the iterated logarithm. In particular, we show that any square-integrable Lévy process satisfies Strassen’s law.
CITATION STYLE
Kühn, F., & Schilling, R. L. (2016). Moderate Deviations and Strassen’s Law for Additive Processes. Journal of Theoretical Probability, 29(2), 632–652. https://doi.org/10.1007/s10959-014-0584-6
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