A large deviation principle for the normalized excursion of an \(\alpha\)-stable Lévy process without negative jumps

DOI10.30757/ALEA.V21-61MaRDI QIDQ6634819

Léo Dort, Grégory Miermont, Christina Goldschmidt

Publication date: 8 November 2024

Published in: ALEA. Latin American Journal of Probability and Mathematical Statistics (Search for Journal in Brave)

zbMATH Keywords

excursionslarge deviations principlebridgesSkorokhod topologies\(\alpha\)-stable Lévy processes

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Large deviations (60F10) Sample path properties (60G17) Stable stochastic processes (60G52)

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