Abstract
Let Xt be a symmetric stable process on d-dimensional Euclidean space Rd Let F(x, y) be a symmetric positive bounded function on Rd x Rd vanishing on the diagonal set and define a discontinuous additive functional by At(F) = σ0 < s ≤ tF(Xs-, Xs). We establish the large deviation principle of At(F)/t by employing the Gärtner-Ellis theorem.
Original language | English |
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Pages (from-to) | 1148-1171 |
Number of pages | 24 |
Journal | Mathematische Nachrichten |
Volume | 284 |
Issue number | 8-9 |
DOIs | |
Publication status | Published - 2011 Jun |
Keywords
- Discontinuous additive functional
- Gärtner-Ellis theorem
- Large deviation
- Symmetric stable process
ASJC Scopus subject areas
- Mathematics(all)