Large deviations and laws of the iterated logarithm for the local times of additive stable processes (Q2371957)
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scientific article; zbMATH DE number 5170360
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| English | Large deviations and laws of the iterated logarithm for the local times of additive stable processes |
scientific article; zbMATH DE number 5170360 |
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Large deviations and laws of the iterated logarithm for the local times of additive stable processes (English)
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9 July 2007
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The main aim of this paper is to present the large deviations and the laws of the iterated logarithm for the local times of the \(d\)-dimensional symmetric and additive stable processes. In particular, the author identifies, as much as he can, the constants appearing in these limit forms. The results presented are applied to the law of the iterated logarithm and the approach is based on Fourier analysis, moment computation and time exponentiation.
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additive stable process
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local time
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law of the iterated logarithm
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large deviations
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0.9466876
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0.9337022
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0.92993057
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0.9238499
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0.92131144
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0.91344774
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