Bernoulli

  • Bernoulli
  • Volume 7, Number 2 (2001), 351-362.

Large deviations for the Bessel clock

Marc Yor and Marguerite Zani

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Abstract

We show the law of large numbers, the central limit theorem and the large-deviation principle for the Bessel clock ∈t0t\rm d}s/(Rs(ν))2, where (Rt(ν), t≥0) is a Bessel process of index ν>0. We also give functional versions of these limit theorems.

Article information

Source
Bernoulli, Volume 7, Number 2 (2001), 351-362.

Dates
First available in Project Euclid: 25 March 2004

Permanent link to this document
https://projecteuclid.org/euclid.bj/1080222082

Mathematical Reviews number (MathSciNet)
MR1828510

Zentralblatt MATH identifier
0993.60082

Keywords
Bessel processes Brownian motion large deviations

Citation

Yor, Marc; Zani, Marguerite. Large deviations for the Bessel clock. Bernoulli 7 (2001), no. 2, 351--362. https://projecteuclid.org/euclid.bj/1080222082


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