Moderate deviations and laws of the iterated logarithm for the local times of additive Levy processes and additive random walks

• 成果类型: Article
• 署名作者: Chen, Xia
• 署名单位: University of Tennessee System; University of Tennessee Knoxville
• 刊物名称: ANNALS OF PROBABILITY
• ISSN/ISSBN: 0091-1798
• DOI: 10.1214/009117906000000520
• 发表日期: 2007
• 页码: 954-1006
• 关键词: polymer-chains; brownian sheet; edwards model; range; sets

摘要

We study the upper tail behaviors of the local times of the additive Levy 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.