Abstract
We study the upper tail behaviors of the local times of the additive Lévy processes and additive random walks. The limit forms we establish are the moderate deviations and the laws of the iterated logarithm for the L2-norms of the local times and for the local times at a fixed site.
Citation
Xia Chen. "Moderate deviations and laws of the iterated logarithm for the local times of additive Lévy processes and additive random walks." Ann. Probab. 35 (3) 954 - 1006, May 2007. https://doi.org/10.1214/009117906000000520
Information