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arxiv: 0712.2401 · v1 · submitted 2007-12-14 · 🧮 math.PR

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Large Deviations for Riesz Potentials of Additive Processes

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classification 🧮 math.PR
keywords deviationslargeprocesseszetaadditivedimensionalformfunctionals
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We study functionals of the form \[\zeta_{t}=\int_0^{t}...\int_0^{t} | X_1(s_1)+...+ X_p(s_p)|^{-\sigma}ds_1... ds_p\] where $X_1(t),..., X_p(t)$ are i.i.d. $d$-dimensional symmetric stable processes of index $0<\bb\le 2$. We obtain results about the large deviations and laws of the iterated logarithm for $\zeta_{t}$.

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