Large Deviations Principle for alpha-Stable Lévy Excursions

par Léo Dort

jeudi 15 juin 2023, 14:00 → 15:00 Europe/Paris

435 (ENS de Lyon)

In this talk, I will show that the normalized excursion satisfies a large deviations principle with an explicit rate function. As a consequence, we get exact equivalent of the logarithm right-hand tail distribution of the area under the normalized excursion, which specifies recent results of C. Profeta.
This talk is based on a joint work with Grégory Miermont and Christina Goldschmidt.