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Large deviations and Wschebor’s theorems. (E

Tipo
Artículo de journal
Año
2021
Publisher
Advances in Probability
Volúmen
79
Abstract

We revisit Wschebor’s theorems on the a.s. convergence of small increments for processes with scaling and stationarity properties. We focus on occupation measures and proved that they satisfy large deviation principles.

Autores

A. Rouault
Páginas
147-174
Keywords
large deviations
strong theorems
scaling properties
stable processes
Brownian motion