A large deviation for occupation time of super alpha-stable process

作者:Li Qiu Yue*; Ren Yan Xia
来源:Infinite Dimensional Analysis, Quantum Probability and Related Topics, 2008, 11(1): 53-71.
DOI:10.1142/S0219025708002975

摘要

We derive a large deviation principle for occupation time of super alpha-stable process in R-d with d > 2 alpha. The decay of tail probabilities is shown to be exponential and the rate function is characterized. Our result can be considered as a counterpart of Lee's work on large deviations for occupation times of super-Brownian motion in R-d for dimension d > 4 (see Ref. 10).