Large deviations for the maximum local time of stable Lévy processes

DOI10.1214/AOP/1176990640zbMATH Open0727.60086OpenAlexW2050988884MaRDI QIDQ803663FDOQ803663

Authors: Michael T. Lacey 

Publication date: 1990

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176990640

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zbMATH Keywords

large deviationslocal timestable Lévy process

Mathematics Subject Classification ID

Large deviations (60F10) Inequalities; stochastic orderings (60E15) Sample path properties (60G17) Local time and additive functionals (60J55)

Cited In (13)

• Extremes of totally skewed \(\alpha \)-stable processes
• On a maximum of stable Lévy processes
• Large deviations for local times of stable processes and stable random walks in 1 dimension
• Large deviations for local time fractional Brownian motion and applications
• A large deviation principle for the normalized excursion of an \(\alpha\)-stable Lévy process without negative jumps
• A local limit theorem for random walks in random scenery and on randomly oriented lattices
• The sequential empirical process of a random walk in random scenery
• A law of the iterated logarithm for stable processes in random scenery
• Large deviations of local times of Lévy processes
• A note on the weak invariance principle for local times
• Large deviations and Strassen's limit points of Brownian local time processes
• Extremes of totally skewed stable motion
• Limit laws for local times of the Brownian sheet

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