تقرير
Noncentral moderate deviations for time-changed L\'evy processes with inverse of stable subordinators
| العنوان: | Noncentral moderate deviations for time-changed L\'evy processes with inverse of stable subordinators |
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| المؤلفون: | Iuliano, Antonella, Macci, Claudio, Meoli, Alessandra |
| سنة النشر: | 2024 |
| المجموعة: | Mathematics |
| مصطلحات موضوعية: | Mathematics - Probability, 60F10, 60F05, 60G22, 33E12 |
| الوصف: | In this paper we present some extensions of recent noncentral moderate deviation results in the literature. In the first part we generalize the results in \cite{BeghinMacciSPL2022} by considering a general L\'evy process $\{S(t):t\geq 0\}$ instead of a compound Poisson process. In the second part we assume that $\{S(t):t\geq 0\}$ has bounded variation and it is not a subordinator; thus, in some sense, we have the difference of two independent non-null subordinators. In this way we generalize the results in \cite{LeeMacci} for Skellam processes. Comment: arXiv admin note: text overlap with arXiv:2109.07862, arXiv:2208.06376 |
| نوع الوثيقة: | Working Paper |
| URL الوصول: | http://arxiv.org/abs/2401.01396 |
| رقم الأكسشن: | edsarx.2401.01396 |
| قاعدة البيانات: | arXiv |
| الوصف غير متاح. |