Large deviations for the maximum local time of stable Lévy processes
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Publication:803663
DOI10.1214/aop/1176990640zbMath0727.60086OpenAlexW2050988884MaRDI QIDQ803663
Publication date: 1990
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176990640
Inequalities; stochastic orderings (60E15) Large deviations (60F10) Sample path properties (60G17) Local time and additive functionals (60J55)
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A note on the weak invariance principle for local times ⋮ Large deviations and Strassen's limit points of Brownian local time processes ⋮ A local limit theorem for random walks in random scenery and on randomly oriented lattices ⋮ Large deviations for local time fractional Brownian motion and applications ⋮ The sequential empirical process of a random walk in random scenery ⋮ A law of the iterated logarithm for stable processes in random scenery ⋮ Limit laws for local times of the Brownian sheet
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