Small deviations of non-Gaussian processes

MaRDI QIDQ5430730zbMATH OpenFDO

Authors Thomas Simon

Publication date 16 December 2007

zbMATH Keywords

asymptotic resultsnon-Gaussian processesnon-stable Lévy processessmall deviationsstable Lévy processes

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Gaussian processes (60G15) Sample path properties (60G17) Self-similar stochastic processes (60G18)

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Cited in

(3)

• Small deviations of general Lévy processes
• Small Deviations of Smooth Stationary Gaussian Processes
• Chung's law for homogeneous Brownian functionals

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