• Title of article

    Large Deviations of Local Times of Levy Processes

  • Author/Authors

    Robert Blackburn، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2000
  • Pages
    -824
  • From page
    825
  • To page
    0
  • Abstract
    For X(t) a real-valued symmetric Levy process, its characteristic function is E(e I (lambda) X(t))=exp(-t(psi) ((lambda))). Assume that (psi) is regularly varying at infinity with index 1<(beta) <= 2. Let L x t denote the local time of X(t) and L* t =sup x(element of) R L x t . Estimates are obtained for P(L 0 t => y) and P(L* t => y) as y(longrightarrow)(infinity) and t fixed.
  • Keywords
    Levy process , local time , Large deviations
  • Journal title
    JOURNAL OF THEORETICAL PROBABILITY
  • Serial Year
    2000
  • Journal title
    JOURNAL OF THEORETICAL PROBABILITY
  • Record number

    108271