TY - JOUR
T1 - Large deviations for discontinuous additive functionals of symmetric stable processes
AU - Takeda, Masayoshi
AU - Tsuchida, Kaneharu
N1 - Copyright:
Copyright 2011 Elsevier B.V., All rights reserved.
PY - 2011/6
Y1 - 2011/6
N2 - 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.
AB - 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.
KW - Discontinuous additive functional
KW - Gärtner-Ellis theorem
KW - Large deviation
KW - Symmetric stable process
UR - http://www.scopus.com/inward/record.url?scp=79956307163&partnerID=8YFLogxK
UR - http://www.scopus.com/inward/citedby.url?scp=79956307163&partnerID=8YFLogxK
U2 - 10.1002/mana.200810843
DO - 10.1002/mana.200810843
M3 - Article
AN - SCOPUS:79956307163
VL - 284
SP - 1148
EP - 1171
JO - Mathematische Nachrichten
JF - Mathematische Nachrichten
SN - 0025-584X
IS - 8-9
ER -