We study sample path large deviations for Lévy processes and random walks with heavy-tailed jump-size distributions that are of Weibull type. The sharpness and applicability of these results are illustrated by a counterexample proving the nonexistence of a full LDP in the J1 topology, and by an application to a first passage problem.</p
textabstractLet $X$ be a L\'evy process with regularly varying L\'evy measure $\nu$. We obtain samp...
Includes bibliographical references (p. 96-98).Research supported by the Air Force Office of Scienti...
For a given one-dimensional random walk {Sn} with a subexponential step-size distribution, we presen...
We study sample path large deviations for Lévy processes and random walks with heavy-tailed jump-siz...
We study sample path large deviations for Lévy processes and random walks with heavy-tailed jump-siz...
We study sample path large deviations for L\xc3\xa9vy processes and random walks with heavy-tailed j...
We study sample-path large deviations for Lévy processes and random walks with heavy-tailed jump-siz...
We study sample path large deviations for Lévy processes and random walks with heavy-tailed jump-siz...
We study sample path large deviations for Lévy processes and random walks with heavy-tailed jump-siz...
Let X be a Levy process with regularly varying Levy measure ν. We obtain sample-path large deviation...
Let X be a Levy process with regularly varying Levy measure ν. We obtain sample-path large deviation...
htmlabstractWe study sample-path large deviations for Lévy processes and random walks with heavy-tai...
Let $X$ be a L\'evy process with regularly varying L\'evy measure $\nu$. We obtain sample-path larg...
Let X be a Levy process with regularly varying Levy measure ν. We obtain sample-path large deviation...
Let X be a Levy process with regularly varying Levy measure ν. We obtain sample-path large deviation...
textabstractLet $X$ be a L\'evy process with regularly varying L\'evy measure $\nu$. We obtain samp...
Includes bibliographical references (p. 96-98).Research supported by the Air Force Office of Scienti...
For a given one-dimensional random walk {Sn} with a subexponential step-size distribution, we presen...
We study sample path large deviations for Lévy processes and random walks with heavy-tailed jump-siz...
We study sample path large deviations for Lévy processes and random walks with heavy-tailed jump-siz...
We study sample path large deviations for L\xc3\xa9vy processes and random walks with heavy-tailed j...
We study sample-path large deviations for Lévy processes and random walks with heavy-tailed jump-siz...
We study sample path large deviations for Lévy processes and random walks with heavy-tailed jump-siz...
We study sample path large deviations for Lévy processes and random walks with heavy-tailed jump-siz...
Let X be a Levy process with regularly varying Levy measure ν. We obtain sample-path large deviation...
Let X be a Levy process with regularly varying Levy measure ν. We obtain sample-path large deviation...
htmlabstractWe study sample-path large deviations for Lévy processes and random walks with heavy-tai...
Let $X$ be a L\'evy process with regularly varying L\'evy measure $\nu$. We obtain sample-path larg...
Let X be a Levy process with regularly varying Levy measure ν. We obtain sample-path large deviation...
Let X be a Levy process with regularly varying Levy measure ν. We obtain sample-path large deviation...
textabstractLet $X$ be a L\'evy process with regularly varying L\'evy measure $\nu$. We obtain samp...
Includes bibliographical references (p. 96-98).Research supported by the Air Force Office of Scienti...
For a given one-dimensional random walk {Sn} with a subexponential step-size distribution, we presen...
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