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

MaRDI QIDQ5422652zbMATH OpenFDO

Authors Thomas Simon

Publication date 29 October 2007

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

zbMATH Keywords

fluctuating additive functionallower tail probability: self-similar processstable processWiener-Hopf factorization in two dimensions

Mathematics Subject Classification ID

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

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Cited in

(8)

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

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