We study the upper tail behaviors of the local times of the additive Lévy processes and additive random walks. The limit forms we establish are the moderate deviations and the laws of the iterated logarithm for the L2-norms of the local times and for the local times at a fixed site.
Publié le : 2007-05-14
Classification:
Additive Lévy processes,
additive random walks,
local time,
laws of the iterated logarithm,
moderate deviations,
60F10,
60F15,
60J55,
60G52
@article{1178804320,
author = {Chen, Xia},
title = {Moderate deviations and laws of the iterated logarithm for the local times of additive L\'evy processes and additive random walks},
journal = {Ann. Probab.},
volume = {35},
number = {1},
year = {2007},
pages = { 954-1006},
language = {en},
url = {http://dml.mathdoc.fr/item/1178804320}
}
Chen, Xia. Moderate deviations and laws of the iterated logarithm for the local times of additive Lévy processes and additive random walks. Ann. Probab., Tome 35 (2007) no. 1, pp. 954-1006. http://gdmltest.u-ga.fr/item/1178804320/