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math.PR2025
Some vector-valued examples of noncentral moderate deviation results
Claudio Macci, Barbara Pacchiarotti
The term noncentral moderate deviations is used in the literature to mean a class of large deviation principles that, in some sense, fills the gap between the convergence in probab…
math.PR2025
Noncentral moderate deviations for time-changed multivariate Lévy processes with linear combinations of inverse stable subordinators
Neha Gupta, Claudio Macci
The term noncentral moderate deviations is used in the literature to mean a class of large deviation principles that, in some sense, fills the gap between the convergence in probab…
math.PR2025
Noncentral moderate deviations for time-changed Lévy processes with inverse of stable subordinators
Antonella Iuliano, Claudio Macci, Alessandra Meoli
In this paper we present some extensions of recent noncentral moderate deviation results in the literature. In the first part we generalize the results in \cite{BeghinMacciSPL2022}…