Moderate deviations and laws of the iterated logarithm for the local times of additive Lévy processes and additive random walks

DOI10.1214/009117906000000520zbMath1121.60048arXiv0707.4355OpenAlexW2043543386MaRDI QIDQ2370094

Xia Chen

Publication date: 22 June 2007

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0707.4355

zbMATH Keywords

local timemoderate deviationrandom walkLévy processlaw of iterated logarithm

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Sums of independent random variables; random walks (60G50) Strong limit theorems (60F15) Large deviations (60F10) Stable stochastic processes (60G52) Local time and additive functionals (60J55)

Related Items (1)

Large and moderate deviation principles for Engel continued fractions

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