Noncentral moderate deviations for time-changed multivariate Lévy processes with linear combinations of inverse stable subordinators
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arXiv
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| Format: | Preprint |
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2025
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| _version_ | 1866915259798781952 |
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| author | Gupta, Neha Macci, Claudio |
| author_facet | Gupta, Neha Macci, Claudio |
| contents | The term noncentral moderate deviations is used in the literature to mean a class of large deviation principles that, in some sense, fills the gap between the convergence in probability to a constant (governed by a reference large deviation principle) and a weak convergence to a non-Gaussian (and non-degenerating) distribution. Some noncentral moderate deviation results in the literature concern time-changed univariate Lévy processes, where the time-changes are given by inverse stable subordinators. In this paper we present analogue results for multivariate Lévy processes; in particular the random time-changes are suitable linear combinations of independent inverse stable subordinators. |
| format | Preprint |
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arxiv_https___arxiv_org_abs_2504_18674 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Noncentral moderate deviations for time-changed multivariate Lévy processes with linear combinations of inverse stable subordinators Gupta, Neha Macci, Claudio Probability 60F10, 60F05, 60G22, 33E12 The term noncentral moderate deviations is used in the literature to mean a class of large deviation principles that, in some sense, fills the gap between the convergence in probability to a constant (governed by a reference large deviation principle) and a weak convergence to a non-Gaussian (and non-degenerating) distribution. Some noncentral moderate deviation results in the literature concern time-changed univariate Lévy processes, where the time-changes are given by inverse stable subordinators. In this paper we present analogue results for multivariate Lévy processes; in particular the random time-changes are suitable linear combinations of independent inverse stable subordinators. |
| title | Noncentral moderate deviations for time-changed multivariate Lévy processes with linear combinations of inverse stable subordinators |
| topic | Probability 60F10, 60F05, 60G22, 33E12 |
| url | https://arxiv.org/abs/2504.18674 |