A large deviation principle for the normalized excursion of an -stable Lévy process without negative jumps
From MaRDI portal
Publication:6634819
Recommendations
- Large deviations for vector-valued Lévy processes
- scientific article; zbMATH DE number 1240552
- Normalized excursion, meander and bridge for stable Lévy processes
- Large deviations for the maximum local time of stable Lévy processes
- Unusually large values for spectrally positive stable and related processes
Cites work
- scientific article; zbMATH DE number 1713116 (Why is no real title available?)
- scientific article; zbMATH DE number 1158743 (Why is no real title available?)
- scientific article; zbMATH DE number 918811 (Why is no real title available?)
- scientific article; zbMATH DE number 1402217 (Why is no real title available?)
- scientific article; zbMATH DE number 3274494 (Why is no real title available?)
- scientific article; zbMATH DE number 3288283 (Why is no real title available?)
- A large deviation principle for the Brownian snake
- Conditional moderately large deviation principles for the trajectories of random walks and processes with independent increments
- Contraction principle for trajectories of random walks and Cramér's theorem for kernel-weighted sums
- Exponential tightness can fail in the strong topology
- Extended large deviation principle for trajectories of processes with independent and stationary increments on the half-line
- Functional Erdős-Rényi laws for semiexponential random variables
- Inequalities and principles of large deviations for the trajectories of processes with independent increments
- Large deviation principles for random walk trajectories. III
- Large deviations for processes on half-line: random walk and compound Poisson
- Large deviations for processes with independent increments
- Large deviations for processes with independent increments
- Large deviations for weighted sums of stretched exponential random variables
- Normalized excursion, meander and bridge for stable Lévy processes
- Precise logarithmic asymptotics for the right tails of some limit random variables for random trees
- Sample path large deviations for Lévy processes and random walks with Weibull increments
- Sample path large deviations for Lévy processes and random walks with regularly varying increments
- Some Asymptotic Formulas for Wiener Integrals
- Stable processes: Sample function growth at a local minimum
- Stochastic-Process Limits
- Sub-Gaussian tail bounds for the width and height of conditioned Galton-Watson trees
- Sub-exponential tail bounds for conditioned stable Bienaymé-Galton-Watson trees
- The area under a spectrally positive stable excursion and other related processes
- The center of mass of the ISE and the Wiener index of trees
- The extended large deviation principle for a process with independent increments
- Unusually large values for spectrally positive stable and related processes
This page was built for publication: A large deviation principle for the normalized excursion of an \(\alpha\)-stable Lévy process without negative jumps
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6634819)
