Unusually large values for spectrally positive stable and related processes

DOI10.1214/AOP/1022677393zbMATH Open0942.60029OpenAlexW2095922295MaRDI QIDQ1807207FDOQ1807207

Authors: George L. O'Brien 

Publication date: 9 November 1999

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1022677393

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zbMATH Keywords

infinitely divisiblelaw of the iterated logarithmSkorokhod's topologyspectrally positive stable processes

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50)

Cites Work

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• An invariance principle for the law of the iterated logarithm
• Some Asymptotic Formulas for Wiener Integrals
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• Large deviations for processes with independent increments
• Sequences of capacities, with connections to large-deviation theory
• A functional law of the iterated logarithm for a class of subordinators
• Large deviation principles and loglog laws for observation processes

Cited In (2)

• Title not available (Why is that?)
• A large deviation principle for the normalized excursion of an \(\alpha\)-stable Lévy process without negative jumps

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