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arxiv: 0707.4355 · v1 · pith:754N5EPBnew · submitted 2007-07-30 · 🧮 math.PR

Moderate deviations and laws of the iterated logarithm for the local times of additive L\'{e}vy processes and additive random walks

classification 🧮 math.PR
keywords additivelocaltimesdeviationsiteratedlawslogarithmmoderate
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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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