Unusually large values for spectrally positive stable and related processes
From MaRDI portal
Publication:1807207
DOI10.1214/aop/1022677393zbMath0942.60029MaRDI QIDQ1807207
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
infinitely divisible; law of the iterated logarithm; Skorokhod's topology; spectrally positive stable processes
60G50: Sums of independent random variables; random walks
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A functional law of the iterated logarithm for a class of subordinators
- Sequences of capacities, with connections to large-deviation theory
- Large deviation principles and loglog laws for observation processes
- An invariance principle for the law of the iterated logarithm
- Some Asymptotic Formulas for Wiener Integrals
- Large deviations for processes with independent increments