Asymptotic results for finite superpositions of Ornstein-Uhlenbeck processes

被引：1

作者：

Macci, Claudio ^{[1
]}

Pacchiarotti, Barbara ^{[1
]}

机构：

[1] Univ Roma Tor Vergata, Dipartimento Matemat, Via Ric Sci, I-00133 Rome, Italy

来源：

STOCHASTIC ANALYSIS AND APPLICATIONS | 2017年 / 35卷 / 06期

关键词：

Large deviations; moderate deviations; stationary processes; DEVIATIONS;

D O I：

10.1080/07362994.2017.1339614

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

A model of intermittency based on superposition of Levy driven Ornstein-Uhlenbeck processes is studied in [6]. In particular, as shown in Theorem 5.1 in that paper, finite superpositions obey a (sample path) central limit theorem under suitable hypotheses. In this paper we prove large (and moderate) deviation results associated with this central limit theorem.

引用

页码：954 / 979

页数：26

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