Large deviations for additive functionals of symmetric stable processes

Masayoshi Takeda

doi:10.1007/s10959-007-0111-0

Large deviations for additive functionals of symmetric stable processes

Masayoshi Takeda

SCI - Mathematics

Research output: Contribution to journal › Article › peer-review

21 Citations (Scopus)

Abstract

We establish the large deviation principle for additive functionals of symmetric α-stable processes employing the Gärtner-Ellis theorem.

Original language	English
Pages (from-to)	336-355
Number of pages	20
Journal	Journal of Theoretical Probability
Volume	21
Issue number	2
DOIs	https://doi.org/10.1007/s10959-007-0111-0
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

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10.1007/s10959-007-0111-0

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title = "Large deviations for additive functionals of symmetric stable processes",

abstract = "We establish the large deviation principle for additive functionals of symmetric α-stable processes employing the G{\"a}rtner-Ellis theorem.",

keywords = "Additive functional, Dirichlet form, Large deviation, Symmetric stable process",

author = "Masayoshi Takeda",

note = "Funding Information: The author was supported in part by Grant-in-Aid for Scientific Research (No.18340033 (B)), Japan Society for the Promotion of Science.",

year = "2008",

month = jun,

doi = "10.1007/s10959-007-0111-0",

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AU - Takeda, Masayoshi

N1 - Funding Information: The author was supported in part by Grant-in-Aid for Scientific Research (No.18340033 (B)), Japan Society for the Promotion of Science.

PY - 2008/6

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AB - We establish the large deviation principle for additive functionals of symmetric α-stable processes employing the Gärtner-Ellis theorem.

KW - Additive functional, Dirichlet form

KW - Large deviation

KW - Symmetric stable process

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DO - 10.1007/s10959-007-0111-0

M3 - Article

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JO - Journal of Theoretical Probability

JF - Journal of Theoretical Probability

SN - 0894-9840

IS - 2

ER -

Large deviations for additive functionals of symmetric stable processes

Abstract

Keywords

ASJC Scopus subject areas

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