Large deviations and laws of the iterated logarithm for the local times of additive stable processes

DOI10.1214/009117906000000601zbMath1121.60025arXivmath/0603159OpenAlexW3105076535MaRDI QIDQ2371957

Xia Chen

Publication date: 9 July 2007

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

Full work available at URL: https://arxiv.org/abs/math/0603159

zbMATH Keywords

law of the iterated logarithmlarge deviationslocal timeadditive stable process

Mathematics Subject Classification ID

Strong limit theorems (60F15) Large deviations (60F10) Stable stochastic processes (60G52) Local time and additive functionals (60J55)

Related Items (7)

Moderate deviations and laws of the iterated logarithm for the local times of additive Lévy processes and additive random walks ⋮ Derivative of intersection local time of independent symmetric stable motions ⋮ Exact asymptotics of the stochastic wave equation with time-independent noise ⋮ Large deviations for functionals of some self-similar Gaussian processes ⋮ Large deviations for additive functionals of symmetric stable processes ⋮ Large Deviations for Brownian Intersection Measures ⋮ Large deviations for Riesz potentials of additive processes

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