Large Deviations for Clocks of Self-similar Processes
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Publication:2798590
DOI10.1007/978-3-319-18585-9_19zbMath1381.60074arXiv1411.5543OpenAlexW2214608460MaRDI QIDQ2798590
Marguerite Zani, Alain Rouault, Nizar Demni
Publication date: 13 April 2016
Published in: Lecture Notes in Mathematics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1411.5543
Processes with independent increments; Lévy processes (60G51) Large deviations (60F10) Self-similar stochastic processes (60G18)
Related Items (2)
Spectral expansions of non-self-adjoint generalized Laguerre semigroups ⋮ Invariance principles for clocks
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