Lower tails of self-similar stable processes

DOI10.2307/3318535zbMath0951.60046OpenAlexW2079776151MaRDI QIDQ1385010

Gennady Samorodnitsky

Publication date: 25 May 1998

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://hdl.handle.net/1813/9033

Mathematics Subject Classification ID

Self-similar stochastic processes (60G18)

Related Items (7)

A functional LIL for symmetric stable processes. ⋮ Fractional Lévy stable motion time-changed by gamma subordinator ⋮ Small deviations for stable processes via compactness properties of the parameter set ⋮ Evaluating the small deviation probabilities for subordinated Lévy processes ⋮ Chung's law for homogeneous Brownian functionals ⋮ A functional LIL for integrated \(\alpha \) stable process ⋮ Small deviation probability via chaining

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