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

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)

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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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