Large deviations for the maximum local time of stable Lévy processes

DOI10.1214/AOP/1176990640MaRDI QIDQ803663zbMATHOpenAlexFDO

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

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)

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Cited in

(13)

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

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