A large deviation principle for the normalized excursion of $\hat{I}\pm$-stable Lévy processes without negative jumps

Léo Dort, Christina Goldschmidt, Grégory Miermont

We establish a large deviation principle for the normalized excursion and bridge of an $\hat{I}\pm$-stable Lévy process without negative jumps, with $1<\hat{I}\pm <2$. Based on this, we derive pre…