2020/04/20 by Nikolai Leonenko, Leonenko, Nikolai, Claudio Macci +3 · 1 citation
Economics, Econometrics and Finance · Mathematics · #60F10 #60G52 #60J25 #FOS: Mathematics #Geometry and complex manifolds #Probability (math.PR) #Stochastic processes and financial applications #Stochastic processes and statistical mechanics
paper · pdf · doi:10.48550/arxiv.2004.09315
openalex publication_date 2020/04/20 · openalex created_date 2022/07/26 · openalex updated_date 2026/07/28
We consider a class of tempered subordinators, namely a class of\nsubordinators with one-dimensional marginal tempered distributions which belong\nto a family studied in [3]. The main contribution in this paper is a\nnon-central moderate deviations result. More precisely we mean a class of large\ndeviation principles that fill the gap between the (trivial) weak convergence\nof some non-Gaussian identically distributed random variables to their common\nlaw, and the convergence of some other related random variables to a constant.\nSome other minor results concern large deviations for the inverse of the\ntempered subordinators considered in this paper; actually, in some results,\nthese inverse processes appear as random time-changes of other independent\nprocesses.\n