For X(t) a real-valued symmetric Levy process. its characteristic function is E(e(i lambda X(t))) = exp( - t psi(lambda)). Assume that psi is regularly varying at infinity with index 1 < beta less than or equal to 2. Let L-t(x) denote the local time of X(t) and L-t* = sup(x is an element of R) L-t(x). Estimates are obtained for P(L-t(0) greater than or equal to y) and P(L-t* greater than or equal to y) as y --> infinity and t fixed.
机构:
Univ Paris 07, Lab Probabil & Modeles Aleatoires, CNRS, UMR 7599,UFR Math, F-75205 Paris 13, FranceUniv Paris 06, Lab Probabil & Modeles Aleatoires, CNRS, UMR 7599,UFR Math, F-75252 Paris 05, France
Lefevere, Raphael
Mariani, Mauro
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机构:
Univ Aix Marseille, Lab Anal, CNRS, Fac Sci & Tech St Jerome,UMR 6632, F-13397 Marseille 20, FranceUniv Paris 06, Lab Probabil & Modeles Aleatoires, CNRS, UMR 7599,UFR Math, F-75252 Paris 05, France