Séminaire de Probabilités commun ICJ/UMPA

Large Deviations Principle for alpha-Stable Lévy Excursions

by Léo Dort

435 (ENS de Lyon)


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.