Large deviations for a class of tempered subordinators and their inverse processes

DOI10.1017/prm.2020.95zbMath1479.60061arXiv2004.09315OpenAlexW3118236787MaRDI QIDQ3383678

Claudio Macci, Barbara Pacchiarotti, Nikolai N. Leonenko

Publication date: 16 December 2021

Published in: Proceedings of the Royal Society of Edinburgh: Section A Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2004.09315

zbMATH Keywords

Mittag-Leffler functionTweedie distributionnon-central moderate deviationsrandom time-changes

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Large deviations (60F10) Stable stochastic processes (60G52)

Related Items (3)

Non-central moderate deviations for compound fractional Poisson processes ⋮ Some examples of noncentral moderate deviations for sequences of real random variables ⋮ Tempered positive Linnik processes and their representations

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