Laplace transforms via Hadamard factorization.
L'approximation u.c.p. et la continuité de certaines intégrales stochastiques dépendant d'un paramètre
Large and moderate deviations for Hotelling's -statistic.
Large and moderate deviations for moving average processes
Large deviation principle for empirical measures generated by Cox point processes
Large deviation principle for enhanced gaussian processes
Large deviation probabilities for random walks with semiexponential distributions.
Large deviation probabilities for some rescaled superprocesses
Large deviations and Nelson processes.
Large deviations and strong mixing
Large deviations for a random walk in dynamical random environment
Large deviations for a triangular array of exchangeable random variables
Large deviations for exchangeable observations with applications.
Large deviations for generic stationary processes
Let (Ω,A,μ,T) be a measure preserving dynamical system. The speed of convergence in probability in the ergodic theorem for a generic function on Ω is arbitrarily slow.
Large deviations for independent random variables – Application to Erdös-Renyi’s functional law of large numbers
A Large Deviation Principle (LDP) is proved for the family where the deterministic probability measure converges weakly to a probability measure and are -valued independent random variables whose distribution depends on and satisfies the following exponential moments condition:In this context, the identification of the rate function is non-trivial due to the absence of equidistribution. We rely on fine convex analysis to address this issue. Among the applications of this result, we extend...
Large deviations for independent random variables – Application to Erdös-Renyi's functional law of large numbers
A Large Deviation Principle (LDP) is proved for the family where the deterministic probability measure converges weakly to a probability measure R and are -valued independent random variables whose distribution depends on and satisfies the following exponential moments condition: In this context, the identification of the rate function is non-trivial due to the absence of equidistribution. We rely on fine convex analysis to address this issue. Among the applications of this result,...
Large deviations for local times of stable processes and stable random walks in 1 dimension.
Large deviations for multiple Wiener-Itô integral processes
Large deviations for random walks with nonidentically distributed jumps having infinite variance.
Large deviations for Riesz potentials of additive processes
We study functionals of the form ζt=∫0t⋯∫0t|X1(s1)+⋯+Xp(sp)|−σ ds1 ⋯ dsp, where X1(t), …, Xp(t) are i.i.d. d-dimensional symmetric stable processes of index 0<β≤2. We obtain results about the large deviations and laws of the iterated logarithm for ζt.