Noncentral moderate deviations for time-changed multivariate L\'evy processes with linear combinations of inverse stable subordinators
Probability
2025-04-29 v1
Abstract
The term noncentral moderate deviations is used in the literature to mean a class of large deviation principles that, in some sense, fills the gap between the convergence in probability to a constant (governed by a reference large deviation principle) and a weak convergence to a non-Gaussian (and non-degenerating) distribution. Some noncentral moderate deviation results in the literature concern time-changed univariate L\'evy processes, where the time-changes are given by inverse stable subordinators. In this paper we present analogue results for multivariate L\'evy processes; in particular the random time-changes are suitable linear combinations of independent inverse stable subordinators.
Keywords
Cite
@article{arxiv.2504.18674,
title = {Noncentral moderate deviations for time-changed multivariate L\'evy processes with linear combinations of inverse stable subordinators},
author = {Neha Gupta and Claudio Macci},
journal= {arXiv preprint arXiv:2504.18674},
year = {2025}
}