Large deviations for Riesz potentials of additive processes
Richard Bass, Xia Chen, Jay Rosen (2009)
Annales de l'I.H.P. Probabilités et statistiques
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We study functionals of the form = ⋯ | ( )+⋯+ ( )| d ⋯ d , where (), …, () are i.i.d. -dimensional symmetric stable processes of index 0<≤2. We obtain results about the large deviations and laws of the iterated logarithm for .