Stable processes: Sample function growth at a local minimum

DOI10.1007/BF00534257MaRDI QIDQ3868537zbMATH OpenFDO

Authors Ditlev Monrad, Martin L. Silverstein

Publication date 1979

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF00534257

zbMATH Keywords

local minimumsample path propertiesstable processes

Mathematics Subject Classification ID

Sample path properties (60G17) Sums of independent random variables; random walks (60G50) Markov processes (60J99)

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Cited in

(9)

• Some explicit identities associated with positive self-similar Markov processes
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• A large deviation principle for the normalized excursion of an \(\alpha\)-stable Lévy process without negative jumps
• Local probabilities for random walks conditioned to stay positive

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