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math.PR2014
Large deviations for clocks of self-similar processes
Alain Rouault, Nizar Demni, Marguerite Zani
The Lamperti correspondence gives a prominent role to two random time changes: the exponential functional of a Lévy process drifting to and its inverse, the clock of the c…
math.PR2014
A stationary process associated with the Dirichlet distribution arising from the complex projective space
Nizar Demni
Let be a Brownian motion valued in the complex projective space . Using unitary spherical harmonics of homogeneous degree zero, we derive the…