Moderate deviations and laws of the iterated logarithm for the local times of additive Lévy processes and additive random walks

Details Moderate deviations and laws of the iterated logarithm for the local times of additive Lévy processes and additive random walks Moderate deviations and laws of the iterated logarithm for the local times of additive Lévy processes and additive random walks

2007-07-30

arxiv.org/abs/0707.4355v1

Annals of Probability 2007, Vol. 35, No. 3, 954-1006

Mathematics

Probability

Published at http://dx.doi.org/10.1214/009117906000000520 in the Annals of Probability (http://www.imstat.org/aop/) by the Ins

Scientific paper

10.1214/009117906000000520

We study the upper tail behaviors of the local times of the additive L\'{e}vy
processes and additive random walks. The limit forms we establish are the
moderate deviations and the laws of the iterated logarithm for the L_2-norms of
the local times and for the local times at a fixed site.

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