Large Deviations for Riesz Potentials of Additive Processes

R. Bass; X. Chen; J. Rosen

Large Deviations for Riesz Potentials of Additive Processes

Probability 2007-12-17 v1

Authors: R. Bass , X. Chen , J. Rosen

Abstract

We study functionals of the form $\zeta_{t}=\int_0^{t}...\int_0^{t} | X_1(s_1)+...+ X_p(s_p)|^{-\sigma}ds_1... ds_p$ where $X_1(t),..., X_p(t)$ are i.i.d. $d$ -dimensional symmetric stable processes of index $0<\bb\le 2$ . We obtain results about the large deviations and laws of the iterated logarithm for $\zeta_{t}$ .

Keywords

zeta functions zeta values and euler sums

Cite

@article{arxiv.0712.2401,
  title  = {Large Deviations for Riesz Potentials of Additive Processes},
  author = {R. Bass and X. Chen and J. Rosen},
  journal= {arXiv preprint arXiv:0712.2401},
  year   = {2007}
}

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