Large Deviations for Riesz Potentials of Additive Processes
Abstract
We study functionals of the form \[ζt=∫0t...∫0t | X1(s1)+...+ Xp(sp)|-σds1... dsp\] where X1(t),..., Xp(t) are i.i.d. d-dimensional symmetric stable processes of index 0< 2. We obtain results about the large deviations and laws of the iterated logarithm for ζt.
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