Large deviations for additive functionals of symmetric stable processes

被引：22

作者：

Takeda, Masayoshi ^{[1
]}

机构：

[1] Tohoku Univ, Math Inst, Sendai, Miyagi 9808578, Japan

来源：

JOURNAL OF THEORETICAL PROBABILITY | 2008年 / 21卷 / 02期

基金：

日本学术振兴会;

关键词：

large deviation; symmetric stable process; additive functional; Dirichlet form;

D O I：

10.1007/s10959-007-0111-0

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

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

引用

页码：336 / 355

页数：20

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