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  • 1 Please ask the editor of the journal.
  • 2 Laboratoire de Probabilités UMR 7599, Université Paris VI, Laboratoire de Statistique Théorique et Appliquée 4, Place Jussieu, F-75252 Paris Cedex 05, France
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Sample path properties of the Cauchy principal values of Brownian and random walk local times are studied. We establish LIL type results (without exact constants). Large and small increments are discussed. A strong approximation result between the above two processes is also proved.

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