{
  "id": "1411.5543",
  "version": "v1",
  "published": "2014-11-20T13:32:42.000Z",
  "updated": "2014-11-20T13:32:42.000Z",
  "title": "Large deviations for clocks of self-similar processes",
  "authors": [
    "Alain Rouault",
    "Nizar Demni",
    "Marguerite Zani"
  ],
  "categories": [
    "math.PR"
  ],
  "abstract": "The Lamperti correspondence gives a prominent role to two random time changes: the exponential functional of a L\\'evy process drifting to $\\infty$ and its inverse, the clock of the corresponding positive self-similar process. We describe here asymptotical properties of these clocks in large time, extending the results of Yor and Zani.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2014-11-20T13:32:42.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60F10",
      "60G51"
    ],
    "keywords": [
      "self-similar processes",
      "large deviations",
      "random time changes",
      "prominent role",
      "corresponding positive self-similar process"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2014arXiv1411.5543R"
    }
  }
}