The lower tail problem for homogeneous functionals of stable processes with no negative jumps

zbMATH Open1145.60027arXivmath/0701653MaRDI QIDQ5422652FDOQ5422652

Authors: Thomas Simon 

Publication date: 29 October 2007

Full work available at URL: https://arxiv.org/abs/math/0701653

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zbMATH Keywords

stable processfluctuating additive functionallower tail probability: self-similar processWiener-Hopf factorization in two dimensions

Mathematics Subject Classification ID

Limit theorems in probability theory (60F99) Stable stochastic processes (60G52) Local time and additive functionals (60J55) Self-similar stochastic processes (60G18)

Cited In (7)

• Universality of the asymptotics of the one-sided exit problem for integrated processes
• Chung's law for homogeneous Brownian functionals
• Persistence of integrated stable processes
• Persistence probabilities and exponents
• Persistence of iterated partial sums
• On the Hausdorff dimension of regular points of inviscid Burgers equation with stable initial data
• Survival exponents for some Gaussian processes

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