Large deviations for the Bessel clock
Yor, Marc ; Zani, Marguerite
Bernoulli, Tome 7 (2001) no. 6, p. 351-362 / Harvested from Project Euclid
Text on Project Euclid
PDF
Alt PDF
We show the law of large numbers, the central limit theorem and the large-deviation principle for the Bessel clock ∈t0t\rm d}s/(Rs(ν))2, where (Rt(ν), t≥0) is a Bessel process of index ν>0. We also give functional versions of these limit theorems.
Publié le : 2001-04-14
Classification:  Bessel processes,  Brownian motion,  large deviations 
@article{1080222082,
     author = {Yor, Marc and Zani, Marguerite},
     title = {Large deviations for the Bessel clock},
     journal = {Bernoulli},
     volume = {7},
     number = {6},
     year = {2001},
     pages = { 351-362},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1080222082}
}

Yor, Marc; Zani, Marguerite. Large deviations for the Bessel clock. Bernoulli, Tome 7 (2001) no. 6, pp.  351-362. http://gdmltest.u-ga.fr/item/1080222082/
© 2019 - 2026 MDML