Large deviations for Riesz potentials of additive processes

Bass, Richard; Chen, Xia; Rosen, Jay

Ann. Inst. H. Poincaré Probab. Statist., Tome 45 (2009) no. 1, p. 626-666 / Harvested from Project Euclid

Résumé

We study functionals of the form ¶ ζ_t=∫₀^t⋯∫₀^t|X₁(s₁)+⋯+X_p(s_p)|^−σ ds₁ ⋯ ds_p, ¶ where X₁(t), …, X_p(t) are i.i.d. d-dimensional symmetric stable processes of index 0<β≤2. We obtain results about the large deviations and laws of the iterated logarithm for ζ_t.

Publié le : 2009-08-15
Classification: Large deviations, Riesz potentials, Additive processes, 60F10, 60F52

@article{1249391378,
     author = {Bass, Richard and Chen, Xia and Rosen, Jay},
     title = {Large deviations for Riesz potentials of additive processes},
     journal = {Ann. Inst. H. Poincar\'e Probab. Statist.},
     volume = {45},
     number = {1},
     year = {2009},
     pages = { 626-666},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1249391378}
}

Bass, Richard; Chen, Xia; Rosen, Jay. Large deviations for Riesz potentials of additive processes. Ann. Inst. H. Poincaré Probab. Statist., Tome 45 (2009) no. 1, pp.  626-666. http://gdmltest.u-ga.fr/item/1249391378/