Lower tails of self-similar stable processes

DOI10.2307/3318535MaRDI QIDQ1385010zbMATH OpenOpenAlexFDO

Authors Gennady Samorodnitsky

Publication date 25 May 1998

Published in Bernoulli (Search for Journal in Brave)

Full work available at URL https://hdl.handle.net/1813/9033

Mathematics Subject Classification ID

Self-similar stochastic processes (60G18)

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• scientific article; zbMATH DE number 1454637 (Why is no real title available?)
• A functional LIL for integrated \(\alpha \) stable process
• Small deviation probability via chaining
• A functional LIL for symmetric stable processes.
• Evaluating the small deviation probabilities for subordinated Lévy processes
• Small deviations for stable processes via compactness properties of the parameter set
• Chung's law for homogeneous Brownian functionals
• Fractional Lévy stable motion time-changed by gamma subordinator

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