Large deviations for Riesz potentials of additive processes
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Abstract: We study functionals of the form [zeta_{t}=int_0^{t}...int_0^{t} | X_1(s_1)+...+ X_p(s_p)|^{-sigma}ds_1... ds_p] where are i.i.d. -dimensional symmetric stable processes of index . We obtain results about the large deviations and laws of the iterated logarithm for .
Let \(X_1(t),...,X_p(t)\) be i.i.d. \(d\)-dimensional symmetric \(\beta\)- stable processes, \(\beta \in (0,2]\). Denote \[ \zeta^z([0,t_1]\times ...\times [0,t_p]) = \int_0^{t_1} ... \int_0^{t_p} | X_1(s_1) +...+ X_p(s_p) - z |^{-\sigma} ds_1...ds_p \] for \(z\in \mathbb{R}^d\). It is finite a.s. if the following condition is met: \[ 0<\sigma<\min(p\beta , d). \] Denote also \[ \zeta^*([0,1]^p) = \sup_{z\in\mathbb{R}^d} \zeta^z([0,1]^p) . \] Under the above condition the authors study functionals of the form \(\zeta^0 , \;\zeta^z , \;\zeta^*\) and obtain results about the large deviations and laws of iterated logarithm for them.
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