Moderate deviations and laws of the iterated logarithm for the local times of additive Lévy processes and additive random walks
arXiv:0707.4355 · doi:10.1214/009117906000000520
Abstract
We study the upper tail behaviors of the local times of the additive Lévy 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.
Published at http://dx.doi.org/10.1214/009117906000000520 in the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org)
References in corpus (5)
- Self-intersection local time: Critical exponent, large deviations, and laws of the iterated logarithm
- Exponential asymptotics and law of the iterated logarithm for intersection local times of random walks
- Large deviations for renormalized self-intersection local times of stable processes
- Moderate deviations and law of the iterated logarithm for intersections of the ranges of random walks
- Large deviations and laws of the iterated logarithm for the local times of additive stable processes