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arXiv · 0712.2401

Large Deviations for Riesz Potentials of Additive Processes

R. Bass·X. Chen·J. Rosen
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Abstract

We study functionals of the form \[ζ_{t}=\int_0^{t}...\int_0^{t} | X_1(s_1)+...+ X_p(s_p)|^{-σ}ds_1... ds_p\] where $X_1(t),..., X_p(t)$ are i.i.d. $d$-dimensional symmetric stable processes of index $0<\bb\le 2$. We obtain results about the large deviations and laws of the iterated logarithm for $ζ_{t}$.

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BibTeXRIS

R. Bass, X. Chen, J. Rosen. 2007-12-14. Large Deviations for Riesz Potentials of Additive Processes. https://arxiv.org/abs/0712.2401

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