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Small deviation estimates for some additive processes

By Xia Chen and Wenbo V. Li

Abstract

Abstract. We study the small deviation probabilities for real valued additive processes. This naturally leads to the small deviation for the corresponding range process. Our general results can be applied to a wide range of additive processes generated from fractional Brownian motions, stable processes, Brownian sheets, etc. As an application, limit inf type LIL are proved for additive stable processes. 1

Year: 2003
OAI identifier: oai:CiteSeerX.psu:10.1.1.309.8897
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