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

Li QY; Ren YX

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

机译：超级α稳定过程的占用时间存在较大偏差

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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).

机译：我们推导了R-d中d> 2 alpha的超alpha稳定过程的占用时间的大偏差原理。尾部概率的衰减被证明是指数的，并且表征了速率函数。我们的结果可以被认为是Lee的工作的对应物，因为D≥4时R-d中超布朗运动占据时间的大偏差（参见参考文献10）。

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《Infinite dimensional analysis, quantum probability, and related topics》 |2008年第1期|共19页
作者
Li QY; Ren YX;
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正文语种 eng
中图分类物理学;
关键词
large deviation; super alpha-stable process; occupation time; semi-linear PDE; BROWNIAN-MOTION; CONDITIONAL GAUGE; GAUGEABILITY; SUBCRITICALITY; THEOREMS;

机译：大偏差;超α稳定过程;占据时间;半线性PDE;布朗运动;条件量规;可测量性;次临界性;定理;

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1. A large deviation for occupation time of super alpha-stable process [J] . Li QY, Ren YX Infinite dimensional analysis, quantum probability, and related topics . 2008,第1期

机译：超级α稳定过程的占用时间存在较大偏差
2. Occupation time large deviations for critical, branching Brownian motion, super-Brownian motion and related processes [J] . Deuschel JD., Rosen J. The Annals of Probability: An Official Journal of the Institute of Mathematical Statistics . 1998,第2期

机译：关键分支布朗运动，超布朗运动及相关过程的占用时间大偏差
3. Large deviations for occupation times of Markov processes with L-2 semigroups [J] . Jain N, Krylov N The Annals of Probability: An Official Journal of the Institute of Mathematical Statistics . 2008,第5期

机译：具有L-2半群的马尔可夫过程的占有时间有较大偏差
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A large deviation for occupation time of super alpha-stable process

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