Large deviations for Riesz potentials of additive processes
Bass, Richard ; Chen, Xia ; Rosen, Jay
Annales de l'I.H.P. Probabilités et statistiques, Tome 45 (2009), p. 626-666 / Harvested from Numdam
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Nous étudions les fonctionelles de la forme ζt=∫0t⋯∫0t|X1(s1)+⋯+Xp(sp)|-σ ds1 ⋯ dsp, où X1(t), …, Xp(t) sont des processus stables symétriques indépendants et identiquement distribués d'ordre 0<β≤2. Nous obtenons des résultats sur les grandes déviations et les lois du logarithme itéré.

We study functionals of the form ζt=∫0t⋯∫0t|X1(s1)+⋯+Xp(sp)|-σ ds1 ⋯ dsp, where X1(t), …, Xp(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 ζt.

Publié le : 2009-01-01
DOI : https://doi.org/10.1214/08-AIHP181
Classification:  60F10,  60F52 
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     author = {Bass, Richard and Chen, Xia and Rosen, Jay},
     title = {Large deviations for Riesz potentials of additive processes},
     journal = {Annales de l'I.H.P. Probabilit\'es et statistiques},
     volume = {45},
     year = {2009},
     pages = {626-666},
     doi = {10.1214/08-AIHP181},
     mrnumber = {2548497},
     zbl = {1181.60035},
     language = {en},
     url = {http://dml.mathdoc.fr/item/AIHPB_2009__45_3_626_0}
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Bass, Richard; Chen, Xia; Rosen, Jay. Large deviations for Riesz potentials of additive processes. Annales de l'I.H.P. Probabilités et statistiques, Tome 45 (2009) pp. 626-666. doi : 10.1214/08-AIHP181. http://gdmltest.u-ga.fr/item/AIHPB_2009__45_3_626_0/

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