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Kusuoka and Stroock [25, 26] have developed asymptotic expansions of certain Wiener functionals with degenerate extrema for processes on abstract Wiener space whilst Rossignol [27]
Yor studied the limit theorems for the one-dimensional symmetric stable process normalized by non-negative functions of the local times or by negative (killing)
Keywords: Brownian motion with trend, boundary crossing probability, large deviations, exact
Central limit theorems for functionals of general state space Markov chains are of crucial importance in sensible implementation of Markov chain Monte Carlo algorithms as well as
In this section we use the large deviation results for the discrete time Markov chain con- sidered in Sections 3, 4 and 5 to obtain the empirical measure LDP for two very
Fractional Brownian motion belongs to a class of long memory Gaussian processes that can be represented as linear functionals of an infinite dimensional Markov process.. (2)
Exponential tail bounds are derived for solutions of max-recursive equations and for max- recursive random sequences, which typically arise as functionals of recursive structures,
The asymptotically leading term of quasinormal modes (QNMs) in the Schwarzschild background, ω n = − in/ 2, is obtained in two straightforward analytical ways for arbitrary spins..
