Unusually large values for spectrally positive stable and related processes

DOI10.1214/AOP/1022677393MaRDI QIDQ1807207zbMATH OpenOpenAlexFDO

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

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)

Recommendations

• Large deviations for processes with independent increments
• Large deviation principles and loglog laws for observation processes
• Laws of the iterated logarithm for symmetric stable processes

Cites work

• scientific article; zbMATH DE number 3124312 (Why is no real title available?)
• scientific article; zbMATH DE number 3951715 (Why is no real title available?)
• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
• scientific article; zbMATH DE number 3097479 (Why is no real title available?)
• A functional law of the iterated logarithm for a class of subordinators
• An invariance principle for the law of the iterated logarithm
• Large deviation principles and loglog laws for observation processes
• Large deviations for processes with independent increments
• Sequences of capacities, with connections to large-deviation theory
• Some Asymptotic Formulas for Wiener Integrals

Cited in

(2)

• scientific article; zbMATH DE number 1829266 (Why is no real title available?)
• A large deviation principle for the normalized excursion of an \(\alpha\)-stable Lévy process without negative jumps

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