Precise asymptotics for large deviations of integral forms
Probability
2012-11-27 v1
Abstract
For suitable families of locally infinitely divisible Markov processes with frequent small jumps depending on a small parameter precise asymptotics for large deviations of integral forms are proved for smooth functionals The main ingredient of the proof in this paper is a recent result regarding the asymptotic expansions of the expectations for smooth Several connections between these large deviation asymptotics and partial integro-differential equations are included as well.
Cite
@article{arxiv.1211.5610,
title = {Precise asymptotics for large deviations of integral forms},
author = {Xiangfeng Yang},
journal= {arXiv preprint arXiv:1211.5610},
year = {2012}
}
Comments
43 pages