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arXiv · 0707.4355

Moderate deviations and laws of the iterated logarithm for the local times of additive L\'{e}vy processes and additive random walks

Xia Chen
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Abstract

We study the upper tail behaviors of the local times of the additive L\'{e}vy processes and additive random walks. The limit forms we establish are the moderate deviations and the laws of the iterated logarithm for the L_2-norms of the local times and for the local times at a fixed site.

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Xia Chen. 2007-07-30. Moderate deviations and laws of the iterated logarithm for the local times of additive L\'{e}vy processes and additive random walks. https://doi.org/10.1214/009117906000000520

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