Abstract
We establish the large deviation principle for additive functionals of symmetric α-stable processes employing the Gärtner-Ellis theorem.
Original language | English |
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Pages (from-to) | 336-355 |
Number of pages | 20 |
Journal | Journal of Theoretical Probability |
Volume | 21 |
Issue number | 2 |
DOIs | |
Publication status | Published - 2008 Jun |
Keywords
- Additive functional, Dirichlet form
- Large deviation
- Symmetric stable process
ASJC Scopus subject areas
- Statistics and Probability
- Mathematics(all)
- Statistics, Probability and Uncertainty